+225.5%
CRWD vs CMI
+164.8%
+60.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.5% |
| 7D | -3.0% | -0.7% | -2.3% | -2.7% |
| 30D | -6.8% | -12.4% | +5.6% | -1.5% |
| 3M | +19.6% | -14.8% | +34.4% | +26.9% |
| 6M | +87.1% | +0.8% | +86.3% | +79.0% |
| YTD | +76.4% | +10.2% | +66.2% | +60.4% |
| 1Y | +90.8% | +37.4% | +53.4% | +53.7% |
| 3Y | +380.0% | +153.3% | +226.7% | +181.8% |
| All | +225.5% | +164.8% | +60.7% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling