+1,369.7%
CRWD vs SPGI
+123.7%
+1,245.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | +0.1% |
| 7D | -2.4% | +0.1% | -2.6% | -2.5% |
| 30D | +1.5% | +8.4% | -6.9% | -3.9% |
| 3M | +18.5% | +11.8% | +6.7% | +8.6% |
| 6M | +109.1% | +5.7% | +103.4% | +99.1% |
| YTD | +81.8% | -9.7% | +91.5% | +90.5% |
| 1Y | +106.7% | -12.5% | +119.1% | +118.2% |
| 3Y | +428.7% | +21.8% | +406.9% | +337.3% |
| 5Y | +206.4% | +8.2% | +198.2% | +170.8% |
| All | +1,369.7% | +123.7% | +1,245.9% | +773.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling