+1,457.0%
CRWD vs CMS
+52.1%
+1,404.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.2% |
| 7D | -7.7% | +0.5% | -8.2% | -7.7% |
| 30D | -17.9% | +7.4% | -25.3% | -17.8% |
| 3M | +0.3% | +1.9% | -1.6% | +0.4% |
| 6M | +71.1% | -2.3% | +73.4% | +71.2% |
| YTD | +92.6% | +3.0% | +89.7% | +92.3% |
| 1Y | +62.0% | -2.8% | +64.8% | +62.0% |
| 3Y | +360.0% | +37.9% | +322.1% | +344.6% |
| 5Y | +220.7% | +34.0% | +186.8% | +209.3% |
| All | +1,457.0% | +52.1% | +1,404.8% | +1,441.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling