+1,348.4%
CRWD vs SPY
+195.3%
+1,153.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.7% |
| 7D | -2.3% | +0.5% | -2.9% | -3.0% |
| 30D | -2.1% | -0.9% | -1.1% | -0.6% |
| 3M | +27.5% | +3.9% | +23.6% | +22.1% |
| 6M | +95.8% | +14.5% | +81.3% | +65.7% |
| YTD | +79.2% | +12.9% | +66.3% | +54.7% |
| 1Y | +96.3% | +19.4% | +76.9% | +58.6% |
| 3Y | +399.8% | +78.5% | +321.3% | +155.4% |
| 5Y | +216.7% | +81.8% | +135.0% | +63.4% |
| All | +1,348.4% | +195.3% | +1,153.1% | +320.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling