+318.4%
CRWD vs SMR
-14.3%
+332.7%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -15.7% | +14.7% | +0.7% |
| 7D | -3.0% | -11.2% | +8.3% | -2.1% |
| 30D | -6.8% | -10.2% | +3.4% | -6.1% |
| 3M | +19.6% | -10.0% | +29.6% | +19.7% |
| 6M | +87.1% | -30.5% | +117.5% | +90.1% |
| YTD | +76.4% | -39.2% | +115.7% | +80.6% |
| 1Y | +90.8% | -75.5% | +166.3% | +110.6% |
| 3Y | +380.0% | +45.4% | +334.5% | +327.8% |
| All | +318.4% | -14.3% | +332.7% | +231.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 10y: compounded portfolio wealth divided by compounded SMR 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…
10y analysis · Full analysis span regression · 6 months rolling