+71.1%
CRWD vs SPG
+33.2%
+37.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.5% |
| 7D | +4.5% | +2.0% | +2.5% | +5.3% |
| 30D | -9.1% | +17.2% | -26.3% | -2.7% |
| 3M | +0.5% | +6.3% | -5.8% | +3.5% |
| 6M | +61.1% | +18.7% | +42.4% | +75.3% |
| YTD | +93.4% | +30.1% | +63.3% | +116.0% |
| 1Y | +71.1% | +32.8% | +38.3% | +94.7% |
| All | +71.1% | +33.2% | +37.9% | +94.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling