+1,325.8%
CRWD vs SPYM
+195.6%
+1,130.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -2.1% |
| 7D | -3.0% | -0.8% | -2.2% | -2.0% |
| 30D | -6.8% | -1.1% | -5.7% | -5.3% |
| 3M | +19.6% | +3.9% | +15.7% | +14.4% |
| 6M | +87.1% | +13.6% | +73.5% | +59.9% |
| YTD | +76.4% | +12.7% | +63.7% | +52.6% |
| 1Y | +90.8% | +17.6% | +73.2% | +57.1% |
| 3Y | +380.0% | +77.2% | +302.7% | +148.1% |
| 5Y | +215.6% | +84.1% | +131.5% | +61.6% |
| All | +1,325.8% | +195.6% | +1,130.2% | +304.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 10y: compounded portfolio wealth divided by compounded SPYM 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…
10y analysis · Full analysis span regression · 6 months rolling