+1,395.9%
CRWD vs CSGP
-43.7%
+1,439.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.5% | +1.9% |
| 7D | -13.4% | +1.3% | -14.6% | -14.1% |
| 30D | -18.3% | +10.7% | -29.0% | -24.0% |
| 3M | +4.6% | +3.3% | +1.3% | -0.5% |
| 6M | +85.4% | -10.3% | +95.7% | +85.6% |
| YTD | +85.1% | -54.6% | +139.6% | +158.7% |
| 1Y | +62.9% | -54.6% | +117.6% | +127.4% |
| 3Y | +364.5% | -60.3% | +424.8% | +552.6% |
| 5Y | +217.3% | -63.3% | +280.6% | +349.2% |
| All | +1,395.9% | -43.7% | +1,439.5% | +1,282.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling