+351.1%
CRWD vs CIFR
+129.4%
+221.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.6% | -1.0% |
| 7D | +4.5% | +4.8% | -0.3% | +4.0% |
| 30D | -9.1% | -31.0% | +21.9% | -6.4% |
| 3M | +0.5% | -58.7% | +59.2% | +7.6% |
| 6M | +61.1% | -67.7% | +128.8% | +73.0% |
| YTD | +93.4% | -53.5% | +146.9% | +95.4% |
| 1Y | +71.1% | -54.1% | +125.1% | +72.0% |
| 3Y | +351.1% | +138.2% | +212.9% | +249.8% |
| All | +351.1% | +129.4% | +221.6% | +249.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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