+1,325.8%
CRWD vs ICE
+103.4%
+1,222.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.7% |
| 7D | -3.0% | -2.4% | -0.6% | -1.5% |
| 30D | -6.8% | +4.0% | -10.8% | -9.2% |
| 3M | +19.6% | +13.7% | +5.9% | +8.9% |
| 6M | +87.1% | +0.9% | +86.1% | +84.2% |
| YTD | +76.4% | -2.1% | +78.6% | +75.2% |
| 1Y | +90.8% | -9.5% | +100.3% | +99.4% |
| 3Y | +380.0% | +42.1% | +337.9% | +251.8% |
| 5Y | +215.6% | +41.4% | +174.3% | +131.8% |
| All | +1,325.8% | +103.4% | +1,222.4% | +814.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 10y: compounded portfolio wealth divided by compounded ICE 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…
10y analysis · Full analysis span regression · 6 months rolling