+80.6%
CRWD vs JCI
+27.0%
+53.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.3% | +4.8% | -1.6% |
| 7D | -9.6% | -10.7% | +1.1% | -9.9% |
| 30D | -11.6% | -10.4% | -1.2% | -12.2% |
| 3M | +14.1% | -8.3% | +22.4% | +14.7% |
| 6M | +105.4% | -2.1% | +107.6% | +107.8% |
| YTD | +105.6% | +18.4% | +87.3% | +108.5% |
| 1Y | +80.6% | +27.7% | +52.9% | +80.8% |
| All | +80.6% | +27.0% | +53.5% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 1y: compounded portfolio wealth divided by compounded JCI 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…
1y analysis · Full analysis span regression · 6 months rolling