+1,325.8%
CRWD vs CME
+82.7%
+1,243.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.2% |
| 7D | -3.0% | -1.6% | -1.4% | -2.6% |
| 30D | -6.8% | +5.6% | -12.4% | -8.1% |
| 3M | +19.6% | +5.6% | +14.0% | +17.7% |
| 6M | +87.1% | -8.3% | +95.3% | +90.9% |
| YTD | +76.4% | +4.3% | +72.1% | +72.7% |
| 1Y | +90.8% | +9.1% | +81.7% | +83.7% |
| 3Y | +380.0% | +52.1% | +327.9% | +302.1% |
| 5Y | +215.6% | +79.7% | +136.0% | +149.8% |
| All | +1,325.8% | +82.7% | +1,243.1% | +1,080.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling