+399.8%
CRWD vs CMS
+35.3%
+364.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.2% |
| 7D | -2.3% | +1.2% | -3.6% | -1.8% |
| 30D | -2.1% | -3.2% | +1.1% | -3.3% |
| 3M | +27.5% | -2.2% | +29.7% | +26.6% |
| 6M | +95.8% | -9.4% | +105.3% | +89.7% |
| YTD | +79.2% | +0.7% | +78.5% | +80.4% |
| 1Y | +96.3% | +0.4% | +95.9% | +97.7% |
| 3Y | +399.8% | +35.2% | +364.6% | +439.8% |
| All | +399.8% | +35.3% | +364.4% | +439.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling