+216.7%
CRWD vs CMS
+26.5%
+190.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.4% |
| 7D | -2.3% | +1.2% | -3.6% | -2.2% |
| 30D | -2.1% | -3.2% | +1.1% | -2.5% |
| 3M | +27.5% | -2.2% | +29.7% | +27.1% |
| 6M | +95.8% | -9.4% | +105.3% | +93.8% |
| YTD | +79.2% | +0.7% | +78.5% | +79.1% |
| 1Y | +96.3% | +0.4% | +95.9% | +96.1% |
| 3Y | +399.8% | +35.2% | +364.6% | +394.8% |
| 5Y | +216.7% | +24.1% | +192.6% | +226.6% |
| All | +216.7% | +26.5% | +190.2% | +226.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling