+1,369.7%
CRWD vs CME
+85.7%
+1,284.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.4% | -1.6% | -0.8% | -2.0% |
| 30D | +1.5% | +6.2% | -4.7% | 0.0% |
| 3M | +18.5% | +10.4% | +8.1% | +15.2% |
| 6M | +109.1% | -9.5% | +118.6% | +114.2% |
| YTD | +81.8% | +6.0% | +75.8% | +77.3% |
| 1Y | +106.7% | +9.3% | +97.4% | +99.1% |
| 3Y | +428.7% | +57.7% | +371.0% | +337.5% |
| 5Y | +206.4% | +77.7% | +128.7% | +143.5% |
| All | +1,369.7% | +85.7% | +1,284.0% | +1,112.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling