+380.0%
CRWD vs SCHG
+86.3%
+293.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -2.3% |
| 7D | -3.0% | -1.0% | -1.9% | -1.5% |
| 30D | -6.8% | -1.3% | -5.5% | -4.6% |
| 3M | +19.6% | +5.4% | +14.1% | +11.9% |
| 6M | +87.1% | +14.4% | +72.7% | +56.4% |
| YTD | +76.4% | +8.0% | +68.4% | +60.6% |
| 1Y | +90.8% | +12.7% | +78.1% | +64.2% |
| 3Y | +380.0% | +85.6% | +294.4% | +110.0% |
| All | +380.0% | +86.3% | +293.7% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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