+1,325.8%
CRWD vs CMI
+304.5%
+1,021.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.4% |
| 7D | -3.0% | -0.7% | -2.3% | -2.8% |
| 30D | -6.8% | -12.4% | +5.6% | -2.9% |
| 3M | +19.6% | -14.8% | +34.4% | +25.0% |
| 6M | +87.1% | +0.8% | +86.3% | +82.3% |
| YTD | +76.4% | +10.2% | +66.2% | +66.4% |
| 1Y | +90.8% | +37.4% | +53.4% | +66.5% |
| 3Y | +380.0% | +153.3% | +226.7% | +247.2% |
| 5Y | +215.6% | +167.6% | +48.0% | +122.3% |
| All | +1,325.8% | +304.5% | +1,021.3% | +691.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling