+1,479.7%
CRWD vs CMS
+51.8%
+1,428.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | -5.0% | -1.1% | -3.8% | -5.0% |
| 30D | -12.9% | +6.6% | -19.5% | -12.8% |
| 3M | +3.2% | +0.8% | +2.4% | +3.3% |
| 6M | +69.0% | -3.3% | +72.3% | +69.1% |
| YTD | +95.5% | +2.7% | +92.7% | +95.1% |
| 1Y | +64.6% | -4.0% | +68.6% | +64.7% |
| 3Y | +366.7% | +37.6% | +329.1% | +351.0% |
| 5Y | +226.2% | +35.4% | +190.7% | +213.9% |
| All | +1,479.7% | +51.8% | +1,428.0% | +1,463.8% |
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