+1,325.8%
CRWD vs SPMO
+299.8%
+1,026.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.6% |
| 7D | -3.0% | -0.9% | -2.0% | -2.1% |
| 30D | -6.8% | -1.9% | -4.9% | -4.8% |
| 3M | +19.6% | -1.4% | +20.9% | +19.2% |
| 6M | +87.1% | +25.5% | +61.6% | +39.5% |
| YTD | +76.4% | +24.8% | +51.6% | +32.5% |
| 1Y | +90.8% | +24.5% | +66.3% | +44.2% |
| 3Y | +380.0% | +157.1% | +222.8% | +63.4% |
| 5Y | +215.6% | +149.5% | +66.1% | +12.4% |
| All | +1,325.8% | +299.8% | +1,026.0% | +215.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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