+80.6%
CRWD vs CMI
+10.9%
+69.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.8% | +4.3% | -0.7% |
| 7D | -9.6% | -11.2% | +1.6% | -8.1% |
| 30D | -11.6% | -9.8% | -1.8% | -10.3% |
| 3M | +14.1% | -25.5% | +39.6% | +18.7% |
| 6M | +105.4% | -27.7% | +133.1% | +111.2% |
| YTD | +105.6% | -6.6% | +112.3% | +94.7% |
| 1Y | +80.6% | +11.7% | +68.9% | +58.1% |
| All | +80.6% | +10.9% | +69.7% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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