+1,369.7%
CRWD vs CPRT
+82.5%
+1,287.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -2.4% | +2.2% | -4.6% | -3.6% |
| 30D | +1.5% | +16.6% | -15.1% | -8.6% |
| 3M | +18.5% | +9.6% | +9.0% | +9.2% |
| 6M | +109.1% | -11.1% | +120.2% | +120.6% |
| YTD | +81.8% | -13.9% | +95.7% | +95.2% |
| 1Y | +106.7% | -32.5% | +139.2% | +160.6% |
| 3Y | +428.7% | -25.0% | +453.7% | +504.7% |
| 5Y | +206.4% | -7.4% | +213.7% | +194.7% |
| All | +1,369.7% | +82.5% | +1,287.1% | +923.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling