+1,369.7%
CRWD vs SIMO
+665.2%
+704.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -3.1% |
| 7D | -2.4% | +4.2% | -6.7% | -3.6% |
| 30D | +1.5% | +4.1% | -2.5% | -0.9% |
| 3M | +18.5% | -12.9% | +31.4% | +18.8% |
| 6M | +109.1% | +110.3% | -1.3% | +52.4% |
| YTD | +81.8% | +178.6% | -96.7% | +17.7% |
| 1Y | +106.7% | +220.0% | -113.3% | +26.3% |
| 3Y | +428.7% | +409.0% | +19.7% | +165.9% |
| 5Y | +206.4% | +277.3% | -71.0% | +60.8% |
| All | +1,369.7% | +665.2% | +704.5% | +370.8% |
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