+216.8%
CRWD vs CPRT
-7.2%
+224.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | +0.8% |
| 7D | -2.3% | +0.4% | -2.7% | -2.6% |
| 30D | -2.1% | +9.9% | -12.0% | -9.4% |
| 3M | +27.5% | +5.6% | +21.9% | +19.2% |
| 6M | +95.8% | -13.6% | +109.4% | +113.5% |
| YTD | +79.2% | -16.7% | +95.9% | +100.2% |
| 1Y | +96.3% | -33.1% | +129.4% | +161.6% |
| 3Y | +399.8% | -27.1% | +426.8% | +476.4% |
| All | +216.8% | -7.2% | +224.0% | +170.6% |
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