+225.5%
CRWD vs JCI
+111.7%
+113.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.3% | -2.1% |
| 7D | -3.0% | +0.7% | -3.7% | -3.4% |
| 30D | -6.8% | -4.4% | -2.3% | -4.8% |
| 3M | +19.6% | +1.7% | +17.9% | +17.8% |
| 6M | +87.1% | +8.8% | +78.3% | +74.9% |
| YTD | +76.4% | +22.6% | +53.8% | +51.8% |
| 1Y | +90.8% | +36.2% | +54.6% | +53.1% |
| 3Y | +380.0% | +168.0% | +212.0% | +150.3% |
| All | +225.5% | +111.7% | +113.8% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling