+213.5%
CRWD vs SIMO
+312.7%
-99.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.1% | -1.5% |
| 7D | +2.2% | +14.5% | -12.4% | -0.8% |
| 30D | -7.7% | +20.4% | -28.1% | -11.8% |
| 3M | +28.9% | +7.1% | +21.8% | +23.5% |
| 6M | +91.5% | +129.2% | -37.8% | +44.8% |
| YTD | +77.3% | +201.9% | -124.6% | +20.7% |
| 1Y | +96.3% | +235.5% | -139.2% | +28.2% |
| 3Y | +394.5% | +463.8% | -69.3% | +169.0% |
| 5Y | +213.5% | +306.7% | -93.2% | +100.0% |
| All | +213.5% | +312.7% | -99.3% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling