+1,325.8%
CRWD vs VMC
+105.2%
+1,220.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -3.0% | -3.8% | +0.8% | -1.6% |
| 30D | -6.8% | -9.7% | +2.9% | -3.4% |
| 3M | +19.6% | -9.6% | +29.2% | +23.3% |
| 6M | +87.1% | -4.8% | +91.9% | +87.7% |
| YTD | +76.4% | -10.9% | +87.3% | +80.1% |
| 1Y | +90.8% | -15.6% | +106.4% | +99.0% |
| 3Y | +380.0% | +19.3% | +360.7% | +335.3% |
| 5Y | +215.6% | +48.0% | +167.6% | +166.2% |
| All | +1,325.8% | +105.2% | +1,220.6% | +1,155.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling