+1,333.1%
CRWD vs CMG
+145.5%
+1,187.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | +0.3% |
| 7D | +2.2% | -6.5% | +8.6% | +5.7% |
| 30D | -7.7% | +12.1% | -19.8% | -13.8% |
| 3M | +28.9% | +20.6% | +8.3% | +12.8% |
| 6M | +91.5% | +2.1% | +89.4% | +81.4% |
| YTD | +77.3% | -2.6% | +79.9% | +71.9% |
| 1Y | +96.3% | -8.7% | +105.0% | +92.1% |
| 3Y | +394.5% | -7.4% | +401.9% | +342.6% |
| 5Y | +213.5% | -5.7% | +219.1% | +167.5% |
| All | +1,333.1% | +145.5% | +1,187.6% | +727.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling