+226.2%
CRWD vs CPRT
-15.6%
+241.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | -5.0% | -1.4% | -3.6% | -4.1% |
| 30D | -12.9% | +21.5% | -34.4% | -24.2% |
| 3M | +3.2% | +9.4% | -6.2% | -5.1% |
| 6M | +69.0% | -3.3% | +72.3% | +66.7% |
| YTD | +95.5% | -17.8% | +113.3% | +118.5% |
| 1Y | +64.6% | -22.2% | +86.8% | +92.0% |
| 3Y | +366.7% | -34.0% | +400.7% | +489.2% |
| 5Y | +226.2% | -15.4% | +241.6% | +189.6% |
| All | +226.2% | -15.6% | +241.8% | +189.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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