+218.9%
CRWD vs SHOP
-16.4%
+235.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -2.8% | -13.2% | +10.4% | +2.5% |
| 30D | -5.9% | -17.0% | +11.2% | +1.0% |
| 3M | +29.0% | +17.0% | +12.0% | +18.9% |
| 6M | +91.5% | -2.1% | +93.6% | +86.9% |
| YTD | +78.2% | -21.4% | +99.6% | +87.6% |
| 1Y | +96.6% | -11.0% | +107.6% | +95.5% |
| 3Y | +397.0% | +100.9% | +296.1% | +223.8% |
| 5Y | +218.9% | -14.7% | +233.6% | +157.4% |
| All | +218.9% | -16.4% | +235.3% | +157.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling