+106.7%
CRWD vs CME
+8.4%
+98.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -2.4% | -1.6% | -0.8% | -2.8% |
| 30D | +1.5% | +6.2% | -4.7% | +3.2% |
| 3M | +18.5% | +10.4% | +8.1% | +21.9% |
| 6M | +109.1% | -9.5% | +118.6% | +105.6% |
| YTD | +81.8% | +6.0% | +75.8% | +88.4% |
| 1Y | +106.7% | +9.3% | +97.4% | +119.5% |
| All | +106.7% | +8.4% | +98.3% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling