+1,340.4%
CRWD vs SAP
+80.8%
+1,259.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.5% |
| 7D | -2.8% | -5.1% | +2.3% | +0.4% |
| 30D | -5.9% | -1.8% | -4.1% | -4.5% |
| 3M | +29.0% | +20.9% | +8.0% | +13.4% |
| 6M | +91.5% | +7.0% | +84.5% | +81.0% |
| YTD | +78.2% | -13.7% | +92.0% | +92.0% |
| 1Y | +96.6% | -19.6% | +116.2% | +121.5% |
| 3Y | +397.0% | +52.4% | +344.6% | +269.4% |
| 5Y | +218.9% | +54.4% | +164.4% | +127.4% |
| All | +1,340.4% | +80.8% | +1,259.6% | +705.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling