+64.6%
CRWD vs CMS
-2.8%
+67.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.3% |
| 7D | -5.0% | -1.1% | -3.8% | -5.9% |
| 30D | -12.9% | +6.6% | -19.5% | -8.1% |
| 3M | +3.2% | +0.8% | +2.4% | +4.9% |
| 6M | +69.0% | -3.3% | +72.3% | +68.2% |
| YTD | +95.5% | +2.7% | +92.7% | +99.9% |
| 1Y | +64.6% | -4.0% | +68.6% | +66.4% |
| All | +64.6% | -2.8% | +67.4% | +66.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling