+1,340.4%
CRWD vs SPXS
-98.5%
+1,438.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +1.3% |
| 7D | -2.8% | +6.4% | -9.2% | -0.2% |
| 30D | -5.9% | +6.0% | -11.9% | -3.1% |
| 3M | +29.0% | -11.6% | +40.6% | +24.3% |
| 6M | +91.5% | -28.7% | +120.2% | +70.9% |
| YTD | +78.2% | -26.3% | +104.5% | +62.7% |
| 1Y | +96.6% | -34.9% | +131.6% | +72.8% |
| 3Y | +397.0% | -79.5% | +476.5% | +220.3% |
| 5Y | +218.9% | -85.9% | +304.8% | +119.1% |
| All | +1,340.4% | -98.5% | +1,438.9% | +466.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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