+301.8%
CRWD vs CPNG
-76.2%
+378.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -2.0% |
| 7D | -3.0% | -1.1% | -1.9% | -2.7% |
| 30D | -6.8% | -7.4% | +0.6% | -5.0% |
| 3M | +19.6% | -12.3% | +31.9% | +23.5% |
| 6M | +87.1% | -19.4% | +106.5% | +95.4% |
| YTD | +76.4% | -35.9% | +112.3% | +98.3% |
| 1Y | +90.8% | -53.4% | +144.2% | +137.9% |
| 3Y | +380.0% | -20.0% | +400.0% | +381.5% |
| 5Y | +215.6% | -49.6% | +265.2% | +209.2% |
| All | +301.8% | -76.2% | +378.0% | +317.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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