+1,348.4%
CRWD vs SPOT
+282.3%
+1,066.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.3% |
| 7D | -2.3% | -2.9% | +0.5% | -1.2% |
| 30D | -2.1% | +8.3% | -10.3% | -6.4% |
| 3M | +27.5% | +5.1% | +22.4% | +22.7% |
| 6M | +95.8% | -6.5% | +102.3% | +95.2% |
| YTD | +79.2% | -9.0% | +88.2% | +79.2% |
| 1Y | +96.3% | -26.4% | +122.7% | +115.9% |
| 3Y | +399.8% | +240.0% | +159.8% | +153.6% |
| 5Y | +216.7% | +111.7% | +105.0% | +82.4% |
| All | +1,348.4% | +282.3% | +1,066.1% | +538.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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