+1,340.4%
CRWD vs SPGI
+107.0%
+1,233.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.7% |
| 7D | -2.8% | -8.9% | +6.1% | +3.1% |
| 30D | -5.9% | +0.6% | -6.5% | -6.6% |
| 3M | +29.0% | +2.0% | +27.0% | +25.5% |
| 6M | +91.5% | +0.1% | +91.4% | +88.8% |
| YTD | +78.2% | -16.4% | +94.6% | +96.1% |
| 1Y | +96.6% | -18.9% | +115.6% | +118.1% |
| 3Y | +397.0% | +13.8% | +383.3% | +329.2% |
| 5Y | +218.9% | +0.5% | +218.4% | +195.4% |
| All | +1,340.4% | +107.0% | +1,233.4% | +799.8% |
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