+1,340.4%
CRWD vs CPB
-36.0%
+1,376.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | 0.0% |
| 7D | -2.8% | -5.4% | +2.5% | -3.4% |
| 30D | -5.9% | -7.8% | +2.0% | -6.6% |
| 3M | +29.0% | -6.9% | +35.9% | +28.2% |
| 6M | +91.5% | -12.2% | +103.7% | +89.8% |
| YTD | +78.2% | -21.1% | +99.3% | +75.3% |
| 1Y | +96.6% | -33.5% | +130.1% | +90.9% |
| 3Y | +397.0% | -43.2% | +440.2% | +377.2% |
| 5Y | +218.9% | -40.9% | +259.8% | +200.7% |
| All | +1,340.4% | -36.0% | +1,376.4% | +1,249.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling