+192.9%
SPY vs CRWD
+1,348.0%
-1,155.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | +3.3% | +5.8% | -2.5% | +2.4% |
| 30D | -2.7% | -12.0% | +9.3% | -0.9% |
| 3M | -1.7% | +3.6% | -5.4% | -3.2% |
| 6M | +3.1% | +68.3% | -65.3% | -6.5% |
| YTD | +11.9% | +96.2% | -84.3% | -1.8% |
| 1Y | +12.0% | +68.4% | -56.5% | +0.7% |
| 3Y | +78.2% | +368.4% | -290.2% | +32.9% |
| 5Y | +73.2% | +223.4% | -150.2% | +30.2% |
| All | +192.9% | +1,348.0% | -1,155.1% | +66.7% |
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