+1,462.8%
CRWD vs CMS
+53.4%
+1,409.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.4% |
| 7D | +4.5% | +1.7% | +2.7% | +4.5% |
| 30D | -9.1% | +6.2% | -15.3% | -8.9% |
| 3M | +0.5% | +0.6% | -0.1% | +0.6% |
| 6M | +61.1% | -1.8% | +62.9% | +61.3% |
| YTD | +93.4% | +3.8% | +89.5% | +93.0% |
| 1Y | +71.1% | -1.8% | +72.9% | +71.2% |
| 3Y | +351.1% | +39.8% | +311.2% | +335.8% |
| 5Y | +218.8% | +37.1% | +181.7% | +206.9% |
| All | +1,462.8% | +53.4% | +1,409.4% | +1,447.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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