+70.5%
CRWD vs CAI
-9.9%
+80.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.3% | -1.1% |
| 7D | -3.0% | -2.9% | -0.1% | -2.8% |
| 30D | -6.8% | +9.3% | -16.1% | -7.8% |
| 3M | +19.6% | +35.2% | -15.6% | +15.5% |
| 6M | +87.1% | +30.7% | +56.4% | +79.4% |
| YTD | +76.4% | -9.8% | +86.2% | +72.9% |
| 1Y | +90.8% | -28.9% | +119.7% | +85.7% |
| All | +70.5% | -9.9% | +80.3% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling