+216.1%
CRWD vs CSGP
-64.7%
+280.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | +0.2% |
| 7D | -2.4% | -4.1% | +1.6% | -0.6% |
| 30D | +1.5% | +2.3% | -0.8% | -0.2% |
| 3M | +18.5% | -8.2% | +26.7% | +20.8% |
| 6M | +109.1% | -35.1% | +144.1% | +150.5% |
| YTD | +81.8% | -54.0% | +135.9% | +154.5% |
| 1Y | +106.7% | -65.3% | +172.0% | +234.6% |
| 3Y | +428.7% | -62.6% | +491.3% | +671.2% |
| All | +216.1% | -64.7% | +280.8% | +292.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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