+1,333.1%
CRWD vs SPYM
+194.9%
+1,138.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.5% |
| 7D | +2.2% | -0.4% | +2.5% | +2.7% |
| 30D | -7.7% | -1.4% | -6.3% | -5.8% |
| 3M | +28.9% | +3.7% | +25.2% | +23.6% |
| 6M | +91.5% | +13.0% | +78.4% | +64.8% |
| YTD | +77.3% | +12.5% | +64.9% | +53.9% |
| 1Y | +96.3% | +18.6% | +77.7% | +59.9% |
| 3Y | +394.5% | +78.0% | +316.5% | +154.5% |
| 5Y | +213.5% | +82.3% | +131.2% | +62.1% |
| All | +1,333.1% | +194.9% | +1,138.2% | +307.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling