+1,340.4%
CRWD vs SPG
+86.2%
+1,254.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.8% | -2.2% | -0.6% | -2.5% |
| 30D | -5.9% | -5.8% | -0.1% | -5.0% |
| 3M | +29.0% | -2.8% | +31.8% | +29.4% |
| 6M | +91.5% | +8.9% | +82.6% | +88.1% |
| YTD | +78.2% | +14.3% | +63.9% | +73.5% |
| 1Y | +96.6% | +19.5% | +77.1% | +89.7% |
| 3Y | +397.0% | +106.9% | +290.2% | +341.1% |
| 5Y | +218.9% | +108.7% | +110.1% | +181.7% |
| All | +1,340.4% | +86.2% | +1,254.2% | +1,667.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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