+382.4%
CRWD vs SHOP
+100.0%
+282.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | +0.8% |
| 7D | +2.2% | -10.6% | +12.8% | +6.0% |
| 30D | -7.7% | -18.3% | +10.6% | -1.4% |
| 3M | +28.9% | +14.8% | +14.1% | +21.1% |
| 6M | +91.5% | -5.0% | +96.5% | +89.9% |
| YTD | +77.3% | -21.2% | +98.6% | +85.8% |
| 1Y | +96.3% | -11.6% | +107.9% | +96.4% |
| All | +382.4% | +100.0% | +282.4% | +287.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 SHOP 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