+1,479.7%
CRWD vs SIMO
+450.2%
+1,029.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.7% | -7.2% | -0.6% |
| 7D | -5.0% | +0.9% | -5.9% | -5.2% |
| 30D | -12.9% | -25.4% | +12.5% | -7.4% |
| 3M | +3.2% | -17.8% | +21.0% | +4.2% |
| 6M | +69.0% | -29.6% | +98.5% | +71.3% |
| YTD | +95.5% | +100.3% | -4.9% | +33.4% |
| 1Y | +64.6% | +100.4% | -35.8% | +12.2% |
| 3Y | +366.7% | +246.1% | +120.7% | +152.2% |
| 5Y | +226.2% | +189.8% | +36.4% | +75.9% |
| All | +1,479.7% | +450.2% | +1,029.5% | +433.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling