+1,462.8%
CRWD vs SPGI
+138.9%
+1,323.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -2.1% |
| 7D | +4.5% | +1.2% | +3.2% | +3.6% |
| 30D | -9.1% | +15.9% | -25.0% | -17.7% |
| 3M | +0.5% | +12.3% | -11.8% | -7.5% |
| 6M | +61.1% | +23.7% | +37.4% | +37.6% |
| YTD | +93.4% | -3.5% | +96.9% | +93.2% |
| 1Y | +71.1% | +0.4% | +70.7% | +65.9% |
| 3Y | +351.1% | +29.9% | +321.2% | +256.9% |
| 5Y | +218.8% | +15.2% | +203.6% | +168.9% |
| All | +1,462.8% | +138.9% | +1,323.9% | +786.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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