+387.6%
CRWD vs SPGI
+19.0%
+368.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | +0.1% |
| 7D | -2.3% | -2.5% | +0.1% | -1.1% |
| 30D | -2.1% | +5.4% | -7.5% | -4.8% |
| 3M | +27.5% | +9.0% | +18.5% | +20.8% |
| 6M | +95.8% | +0.8% | +95.1% | +93.6% |
| YTD | +79.2% | -12.6% | +91.8% | +89.8% |
| 1Y | +96.3% | -16.1% | +112.4% | +112.0% |
| All | +387.6% | +19.0% | +368.6% | +312.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling