+380.0%
CRWD vs SPYG
+98.4%
+281.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -2.1% |
| 7D | -3.0% | -0.9% | -2.1% | -1.8% |
| 30D | -6.8% | -1.5% | -5.3% | -4.4% |
| 3M | +19.6% | +3.7% | +15.8% | +14.2% |
| 6M | +87.1% | +16.4% | +70.7% | +52.5% |
| YTD | +76.4% | +13.3% | +63.1% | +49.7% |
| 1Y | +90.8% | +17.9% | +73.0% | +53.6% |
| 3Y | +380.0% | +98.3% | +281.6% | +81.0% |
| All | +380.0% | +98.4% | +281.6% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling