+213.5%
CRWD vs CI
+43.3%
+170.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.1% |
| 7D | +2.2% | -1.1% | +3.3% | +2.1% |
| 30D | -7.7% | +0.5% | -8.2% | -7.7% |
| 3M | +28.9% | -5.2% | +34.1% | +28.9% |
| 6M | +91.5% | +4.3% | +87.1% | +90.9% |
| YTD | +77.3% | +2.8% | +74.5% | +76.9% |
| 1Y | +96.3% | -5.8% | +102.1% | +96.5% |
| 3Y | +394.5% | +4.7% | +389.8% | +380.9% |
| 5Y | +213.5% | +42.7% | +170.8% | +182.2% |
| All | +213.5% | +43.3% | +170.2% | +182.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling