+1,462.8%
CRWD vs SHOP
+383.1%
+1,079.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +4.5% | -1.2% | +5.7% | +5.0% |
| 30D | -9.1% | -14.7% | +5.6% | -2.9% |
| 3M | +0.5% | -7.2% | +7.7% | +2.8% |
| 6M | +61.1% | +54.2% | +6.9% | +28.9% |
| YTD | +93.4% | -8.6% | +102.0% | +89.7% |
| 1Y | +71.1% | +0.5% | +70.6% | +60.1% |
| 3Y | +351.1% | +135.9% | +215.1% | +155.8% |
| 5Y | +218.8% | -11.9% | +230.7% | +158.5% |
| All | +1,462.8% | +383.1% | +1,079.7% | +361.8% |
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