+192.5%
SPY vs CRWD
+1,215.7%
-1,023.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -2.0% | -2.8% | +0.9% | -1.5% |
| 30D | -1.7% | -5.9% | +4.2% | -1.2% |
| 3M | +4.7% | +29.0% | -24.2% | -0.3% |
| 6M | +12.5% | +91.5% | -79.0% | 0.0% |
| YTD | +11.7% | +78.2% | -66.5% | 0.0% |
| 1Y | +17.5% | +96.6% | -79.2% | +3.2% |
| 3Y | +76.6% | +397.0% | -320.5% | +31.0% |
| 5Y | +82.0% | +218.9% | -136.8% | +37.9% |
| All | +192.5% | +1,215.7% | -1,023.2% | +69.7% |
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