+1,369.7%
CRWD vs SHOP
+376.5%
+993.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.6% |
| 7D | -2.4% | -5.1% | +2.7% | -0.2% |
| 30D | +1.5% | +0.6% | +1.0% | +1.3% |
| 3M | +18.5% | +25.0% | -6.5% | +5.2% |
| 6M | +109.1% | +11.9% | +97.2% | +91.7% |
| YTD | +81.8% | -9.9% | +91.7% | +81.4% |
| 1Y | +106.7% | 0.0% | +106.7% | +94.8% |
| 3Y | +428.7% | +117.5% | +311.2% | +210.0% |
| 5Y | +206.4% | -6.6% | +213.0% | +139.7% |
| All | +1,369.7% | +376.5% | +993.1% | +341.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling