+772.0%
CRWD vs SGOV
+20.3%
+751.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -0.9% |
| 7D | -3.0% | 0.0% | -3.0% | -2.8% |
| 30D | -6.8% | +0.3% | -7.1% | -5.6% |
| 3M | +19.6% | +0.9% | +18.6% | +23.9% |
| 6M | +87.1% | +1.8% | +85.2% | +100.8% |
| YTD | +76.4% | +2.5% | +73.9% | +94.4% |
| 1Y | +90.8% | +3.8% | +87.0% | +120.6% |
| 3Y | +380.0% | +14.4% | +365.6% | +834.6% |
| 5Y | +215.6% | +20.2% | +195.5% | +1,254.9% |
| All | +772.0% | +20.3% | +751.7% | +3,491.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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