+1,369.7%
CRWD vs SPG
+88.5%
+1,281.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -2.4% | -2.4% | 0.0% | -2.0% |
| 30D | +1.5% | -6.8% | +8.4% | +2.7% |
| 3M | +18.5% | +2.7% | +15.9% | +17.8% |
| 6M | +109.1% | +5.5% | +103.6% | +106.5% |
| YTD | +81.8% | +15.7% | +66.1% | +76.6% |
| 1Y | +106.7% | +20.9% | +85.8% | +99.0% |
| 3Y | +428.7% | +112.4% | +316.3% | +367.4% |
| 5Y | +206.4% | +101.4% | +105.0% | +170.6% |
| All | +1,369.7% | +88.5% | +1,281.1% | +1,699.6% |
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