+1,340.4%
CRWD vs SPMO
+297.7%
+1,042.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +2.5% |
| 7D | -2.8% | +0.1% | -2.9% | -3.0% |
| 30D | -5.9% | -0.7% | -5.2% | -5.2% |
| 3M | +29.0% | +2.8% | +26.1% | +22.7% |
| 6M | +91.5% | +24.4% | +67.0% | +44.1% |
| YTD | +78.2% | +24.2% | +54.0% | +34.6% |
| 1Y | +96.6% | +24.5% | +72.1% | +48.5% |
| 3Y | +397.0% | +155.6% | +241.4% | +70.3% |
| 5Y | +218.9% | +148.2% | +70.7% | +14.3% |
| All | +1,340.4% | +297.7% | +1,042.7% | +220.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling