+90.8%
CRWD vs CME
+9.8%
+81.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -0.9% |
| 7D | -3.0% | -1.6% | -1.4% | -3.3% |
| 30D | -6.8% | +5.6% | -12.4% | -5.3% |
| 3M | +19.6% | +5.6% | +14.0% | +21.6% |
| 6M | +87.1% | -8.3% | +95.3% | +85.5% |
| YTD | +76.4% | +4.3% | +72.1% | +82.3% |
| 1Y | +90.8% | +9.1% | +81.7% | +107.0% |
| All | +90.8% | +9.8% | +81.0% | +107.0% |
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