+399.8%
CRWD vs SIMO
+462.5%
-62.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.6% | -2.6% |
| 7D | -2.3% | +14.6% | -17.0% | -5.0% |
| 30D | -2.1% | +6.2% | -8.3% | -3.9% |
| 3M | +27.5% | +3.6% | +24.0% | +23.4% |
| 6M | +95.8% | +130.8% | -35.0% | +45.8% |
| YTD | +79.2% | +195.8% | -116.6% | +17.5% |
| 1Y | +96.3% | +225.0% | -128.8% | +22.1% |
| 3Y | +399.8% | +452.3% | -52.5% | +122.0% |
| All | +399.8% | +462.5% | -62.8% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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