+218.9%
CRWD vs SPY
+79.8%
+139.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.5% |
| 7D | -2.8% | -2.0% | -0.9% | +0.4% |
| 30D | -5.9% | -1.7% | -4.2% | -3.0% |
| 3M | +29.0% | +4.7% | +24.2% | +20.4% |
| 6M | +91.5% | +12.5% | +79.0% | +59.0% |
| YTD | +78.2% | +11.7% | +66.5% | +50.0% |
| 1Y | +96.6% | +17.5% | +79.2% | +53.0% |
| 3Y | +397.0% | +76.6% | +320.5% | +103.7% |
| 5Y | +218.9% | +82.0% | +136.8% | +29.8% |
| All | +218.9% | +79.8% | +139.1% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling