+1,325.8%
CRWD vs CCI
-24.1%
+1,349.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.7% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | -6.8% | +2.2% | -9.0% | -7.4% |
| 3M | +19.6% | -16.9% | +36.5% | +25.5% |
| 6M | +87.1% | -11.5% | +98.6% | +91.5% |
| YTD | +76.4% | -12.8% | +89.3% | +80.8% |
| 1Y | +90.8% | -17.1% | +107.9% | +98.2% |
| 3Y | +380.0% | -9.6% | +389.6% | +356.0% |
| 5Y | +215.6% | -48.9% | +264.6% | +290.9% |
| All | +1,325.8% | -24.1% | +1,349.9% | +1,383.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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