+303.9%
CRWD vs CPNG
-76.8%
+380.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.0% |
| 7D | +2.2% | -7.6% | +9.7% | +4.7% |
| 30D | -7.7% | -8.8% | +1.1% | -5.4% |
| 3M | +28.9% | -7.2% | +36.1% | +30.5% |
| 6M | +91.5% | -21.5% | +113.0% | +101.6% |
| YTD | +77.3% | -37.4% | +114.7% | +100.9% |
| 1Y | +96.3% | -54.3% | +150.6% | +146.4% |
| 3Y | +394.5% | -20.3% | +414.8% | +396.6% |
| 5Y | +213.5% | -51.2% | +264.7% | +210.0% |
| All | +303.9% | -76.8% | +380.6% | +323.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling