+106.7%
CRWD vs JCI
+37.7%
+69.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.8% |
| 7D | -2.4% | +3.8% | -6.3% | -2.4% |
| 30D | +1.5% | -5.7% | +7.2% | +1.5% |
| 3M | +18.5% | -1.4% | +19.9% | +18.1% |
| 6M | +109.1% | +4.1% | +105.0% | +109.5% |
| YTD | +81.8% | +21.7% | +60.1% | +77.4% |
| 1Y | +106.7% | +36.1% | +70.5% | +90.4% |
| All | +106.7% | +37.7% | +69.0% | +90.4% |
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