+1,348.4%
CRWD vs SPXU
-98.5%
+1,446.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -0.7% |
| 7D | -2.3% | -1.5% | -0.9% | -2.9% |
| 30D | -2.1% | +3.7% | -5.8% | -0.1% |
| 3M | +27.5% | -9.6% | +37.1% | +24.1% |
| 6M | +95.8% | -32.4% | +128.2% | +70.8% |
| YTD | +79.2% | -28.7% | +107.9% | +61.2% |
| 1Y | +96.3% | -38.2% | +134.5% | +68.6% |
| 3Y | +399.8% | -80.4% | +480.2% | +214.8% |
| 5Y | +216.7% | -86.0% | +302.8% | +115.4% |
| All | +1,348.4% | -98.5% | +1,446.9% | +455.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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