+382.4%
CRWD vs CME
+52.6%
+329.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.2% |
| 7D | +2.2% | -0.6% | +2.8% | +2.0% |
| 30D | -7.7% | +4.7% | -12.4% | -6.7% |
| 3M | +28.9% | +7.8% | +21.0% | +31.5% |
| 6M | +91.5% | -11.0% | +102.4% | +87.9% |
| YTD | +77.3% | +4.0% | +73.3% | +80.6% |
| 1Y | +96.3% | +9.1% | +87.2% | +102.4% |
| All | +382.4% | +52.6% | +329.8% | +396.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling