+1,325.8%
CRWD vs CMG
+146.7%
+1,179.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -3.0% | -2.1% | -0.9% | -1.9% |
| 30D | -6.8% | +10.9% | -17.7% | -12.4% |
| 3M | +19.6% | +15.8% | +3.7% | +7.0% |
| 6M | +87.1% | +6.9% | +80.1% | +72.7% |
| YTD | +76.4% | -2.2% | +78.6% | +70.6% |
| 1Y | +90.8% | -7.1% | +97.9% | +84.8% |
| 3Y | +380.0% | -7.1% | +387.1% | +329.1% |
| 5Y | +215.6% | -4.8% | +220.4% | +168.0% |
| All | +1,325.8% | +146.7% | +1,179.1% | +721.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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