+191.8%
SPY vs CRWD
+1,327.5%
-1,135.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | -0.1% |
| 7D | +2.6% | +4.5% | -1.9% | +1.9% |
| 30D | -2.0% | -9.1% | +7.1% | -0.7% |
| 3M | -2.8% | +0.5% | -3.3% | -3.8% |
| 6M | +2.1% | +61.1% | -59.0% | -6.7% |
| YTD | +11.5% | +93.4% | -81.9% | -1.9% |
| 1Y | +13.5% | +71.1% | -57.6% | +1.8% |
| 3Y | +77.7% | +351.1% | -273.4% | +33.3% |
| 5Y | +72.6% | +218.8% | -146.2% | +30.0% |
| All | +191.8% | +1,327.5% | -1,135.6% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRWD.
Daily Out/Under-Performance
Portfolio return minus CRWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRWD 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 CRWD 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