+213.5%
CRWD vs CPB
-38.1%
+251.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -0.9% |
| 7D | +2.2% | -8.0% | +10.1% | +0.4% |
| 30D | -7.7% | -2.4% | -5.3% | -8.1% |
| 3M | +28.9% | +0.5% | +28.3% | +29.6% |
| 6M | +91.5% | -10.5% | +101.9% | +88.1% |
| YTD | +77.3% | -17.5% | +94.8% | +71.7% |
| 1Y | +96.3% | -31.0% | +127.3% | +82.7% |
| 3Y | +394.5% | -40.6% | +435.1% | +350.3% |
| 5Y | +213.5% | -37.7% | +251.2% | +189.3% |
| All | +213.5% | -38.1% | +251.6% | +189.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling