+1,462.8%
CRWD vs SPG
+112.0%
+1,350.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +4.5% | +2.0% | +2.5% | +4.2% |
| 30D | -9.1% | +17.2% | -26.3% | -11.4% |
| 3M | +0.5% | +6.3% | -5.8% | -0.6% |
| 6M | +61.1% | +18.7% | +42.4% | +56.4% |
| YTD | +93.4% | +30.1% | +63.3% | +84.3% |
| 1Y | +71.1% | +32.8% | +38.3% | +62.4% |
| 3Y | +351.1% | +133.6% | +217.5% | +292.5% |
| 5Y | +218.8% | +84.4% | +134.4% | +178.5% |
| All | +1,462.8% | +112.0% | +1,350.9% | +1,777.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling