+1,340.4%
CRWD vs CNI
+53.7%
+1,286.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | -2.8% | -1.1% | -1.7% | -2.3% |
| 30D | -5.9% | -3.5% | -2.3% | -4.3% |
| 3M | +29.0% | +2.2% | +26.8% | +27.0% |
| 6M | +91.5% | +15.1% | +76.4% | +76.2% |
| YTD | +78.2% | +24.7% | +53.5% | +55.9% |
| 1Y | +96.6% | +33.4% | +63.3% | +65.1% |
| 3Y | +397.0% | +19.5% | +377.5% | +333.3% |
| 5Y | +218.9% | +12.6% | +206.3% | +189.5% |
| All | +1,340.4% | +53.7% | +1,286.7% | +984.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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