+1,369.7%
CRWD vs CMS
+48.0%
+1,321.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.4% | +0.4% | -2.8% | -2.4% |
| 30D | +1.5% | -3.6% | +5.1% | +1.5% |
| 3M | +18.5% | -1.9% | +20.5% | +18.4% |
| 6M | +109.1% | -11.0% | +120.1% | +109.2% |
| YTD | +81.8% | +0.2% | +81.6% | +81.2% |
| 1Y | +106.7% | -1.3% | +108.0% | +106.0% |
| 3Y | +428.7% | +35.9% | +392.8% | +409.2% |
| 5Y | +206.4% | +23.1% | +183.3% | +197.3% |
| All | +1,369.7% | +48.0% | +1,321.6% | +1,353.0% |
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