+213.5%
CRWD vs SAP
+55.3%
+158.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.3% |
| 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% | +14.7% |
| 6M | +91.5% | +6.3% | +85.1% | +81.5% |
| YTD | +77.3% | -12.4% | +89.7% | +92.3% |
| 1Y | +96.3% | -21.6% | +117.9% | +131.6% |
| 3Y | +394.5% | +54.8% | +339.7% | +231.2% |
| 5Y | +213.5% | +56.2% | +157.3% | +93.9% |
| All | +213.5% | +55.3% | +158.2% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling