+73.9%
SPY vs CRWD
+222.7%
-148.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.1% | +1.1% |
| 7D | -0.9% | -5.0% | +4.0% | -0.1% |
| 30D | -2.4% | -12.9% | +10.6% | -0.2% |
| 3M | -1.2% | +3.2% | -4.4% | -2.8% |
| 6M | +3.3% | +69.0% | -65.7% | -8.0% |
| YTD | +12.3% | +95.5% | -83.2% | -3.7% |
| 1Y | +12.4% | +64.6% | -52.1% | -0.2% |
| 3Y | +78.8% | +366.7% | -287.9% | +24.7% |
| All | +73.9% | +222.7% | -148.8% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling