+225.5%
CRWD vs SPYM
+82.5%
+143.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -2.0% |
| 7D | -3.0% | -1.0% | -1.9% | -1.3% |
| 30D | -6.8% | -1.3% | -5.4% | -4.4% |
| 3M | +19.6% | +3.6% | +16.0% | +13.4% |
| 6M | +87.1% | +13.3% | +73.8% | +52.9% |
| YTD | +76.4% | +12.4% | +64.0% | +46.4% |
| 1Y | +90.8% | +17.3% | +73.5% | +48.2% |
| 3Y | +380.0% | +76.8% | +303.2% | +94.0% |
| All | +225.5% | +82.5% | +143.1% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling