+384.9%
CRWD vs CCI
-12.4%
+397.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.4% |
| 7D | -2.8% | -4.4% | +1.5% | -3.2% |
| 30D | -5.9% | +0.3% | -6.2% | -5.8% |
| 3M | +29.0% | -20.0% | +48.9% | +27.6% |
| 6M | +91.5% | -14.5% | +106.0% | +89.7% |
| YTD | +78.2% | -14.9% | +93.1% | +76.1% |
| 1Y | +96.6% | -17.7% | +114.3% | +93.7% |
| All | +384.9% | -12.4% | +397.3% | +362.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling