+382.4%
CRWD vs SAP
+56.3%
+326.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.4% |
| 7D | +2.2% | -0.3% | +2.4% | +2.4% |
| 30D | -7.7% | +0.3% | -8.0% | -7.5% |
| 3M | +28.9% | +16.9% | +12.0% | +17.2% |
| 6M | +91.5% | +6.3% | +85.1% | +84.7% |
| YTD | +77.3% | -12.4% | +89.7% | +93.8% |
| 1Y | +96.3% | -21.6% | +117.9% | +132.3% |
| All | +382.4% | +56.3% | +326.2% | +263.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling