+256.7%
CRWD vs SNAP
-90.3%
+346.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | +4.5% | +6.0% | -1.6% | +3.0% |
| 30D | -9.1% | -13.8% | +4.7% | -6.1% |
| 3M | +0.5% | -0.8% | +1.2% | -0.2% |
| 6M | +61.1% | -6.2% | +67.4% | +60.7% |
| YTD | +93.4% | -34.8% | +128.2% | +107.2% |
| 1Y | +71.1% | -38.7% | +109.8% | +85.7% |
| 3Y | +351.1% | -53.5% | +404.5% | +368.1% |
| All | +256.7% | -90.3% | +346.9% | +508.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling