+357.5%
CRWD vs CI
+6.9%
+350.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.1% |
| 7D | +5.8% | -1.7% | +7.6% | +5.6% |
| 30D | -12.0% | +4.9% | -16.9% | -11.4% |
| 3M | +3.6% | +7.4% | -3.7% | +4.8% |
| 6M | +68.3% | +0.4% | +68.0% | +69.7% |
| YTD | +96.2% | +9.5% | +86.7% | +99.5% |
| 1Y | +68.4% | +12.0% | +56.5% | +71.6% |
| All | +357.5% | +6.9% | +350.6% | +380.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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