+106.7%
CRWD vs VMC
-8.5%
+115.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | -2.4% | -4.3% | +1.9% | -2.2% |
| 30D | +1.5% | -8.2% | +9.8% | +2.0% |
| 3M | +18.5% | -7.0% | +25.6% | +18.4% |
| 6M | +109.1% | -10.8% | +119.8% | +108.5% |
| YTD | +81.8% | -7.4% | +89.2% | +76.9% |
| 1Y | +106.7% | -9.5% | +116.2% | +102.6% |
| All | +106.7% | -8.5% | +115.2% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling