+1,369.7%
CRWD vs CI
+100.5%
+1,269.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -2.4% | +1.3% | -3.7% | -2.5% |
| 30D | +1.5% | +4.4% | -2.9% | +1.1% |
| 3M | +18.5% | +0.7% | +17.9% | +18.2% |
| 6M | +109.1% | +0.3% | +108.7% | +108.2% |
| YTD | +81.8% | +3.8% | +78.0% | +80.2% |
| 1Y | +106.7% | -5.5% | +112.2% | +106.4% |
| 3Y | +428.7% | +8.1% | +420.6% | +407.6% |
| 5Y | +206.4% | +42.8% | +163.6% | +176.2% |
| All | +1,369.7% | +100.5% | +1,269.2% | +1,196.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling