+384.9%
CRWD vs ICE
+40.2%
+344.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | -2.8% | -5.3% | +2.5% | -1.0% |
| 30D | -5.9% | +3.0% | -8.9% | -6.9% |
| 3M | +29.0% | +11.4% | +17.5% | +23.7% |
| 6M | +91.5% | -2.0% | +93.5% | +94.3% |
| YTD | +78.2% | -3.1% | +81.4% | +80.1% |
| 1Y | +96.6% | -8.4% | +105.0% | +105.1% |
| All | +384.9% | +40.2% | +344.7% | +294.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling