+1,340.4%
CRWD vs CMI
+299.6%
+1,040.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -2.8% | +0.8% | -3.7% | -3.1% |
| 30D | -5.9% | -12.8% | +6.9% | -1.8% |
| 3M | +29.0% | -12.4% | +41.4% | +33.8% |
| 6M | +91.5% | -0.9% | +92.3% | +87.6% |
| YTD | +78.2% | +8.9% | +69.4% | +68.8% |
| 1Y | +96.6% | +37.7% | +58.9% | +71.4% |
| 3Y | +397.0% | +148.9% | +248.2% | +261.4% |
| 5Y | +218.9% | +164.4% | +54.5% | +125.4% |
| All | +1,340.4% | +299.6% | +1,040.8% | +702.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling