+1,485.3%
CRWD vs SPGI
+136.4%
+1,349.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +1.2% |
| 7D | +5.8% | -0.8% | +6.7% | +6.4% |
| 30D | -12.0% | +14.3% | -26.3% | -19.6% |
| 3M | +3.6% | +14.5% | -10.9% | -5.8% |
| 6M | +68.3% | +17.3% | +51.1% | +48.7% |
| YTD | +96.2% | -4.6% | +100.7% | +97.4% |
| 1Y | +68.4% | +0.8% | +67.7% | +62.8% |
| 3Y | +368.4% | +28.8% | +339.6% | +272.6% |
| 5Y | +223.4% | +14.0% | +209.5% | +174.7% |
| All | +1,485.3% | +136.4% | +1,349.0% | +805.5% |
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