+1,325.8%
CRWD vs SNAP
-58.6%
+1,384.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.7% |
| 7D | -3.0% | +3.8% | -6.8% | -3.9% |
| 30D | -6.8% | +9.2% | -16.0% | -9.3% |
| 3M | +19.6% | +6.6% | +13.0% | +16.2% |
| 6M | +87.1% | +16.9% | +70.2% | +75.3% |
| YTD | +76.4% | -29.6% | +106.0% | +87.0% |
| 1Y | +90.8% | -22.1% | +112.9% | +96.2% |
| 3Y | +380.0% | -39.8% | +419.8% | +369.2% |
| 5Y | +215.6% | -92.4% | +308.0% | +358.8% |
| All | +1,325.8% | -58.6% | +1,384.4% | +1,003.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling