+218.9%
CRWD vs VMC
+47.2%
+171.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | -2.8% | -3.7% | +0.9% | -0.8% |
| 30D | -5.9% | -12.8% | +6.9% | +1.5% |
| 3M | +29.0% | -7.9% | +36.9% | +33.5% |
| 6M | +91.5% | -7.5% | +99.0% | +94.6% |
| YTD | +78.2% | -11.6% | +89.9% | +83.2% |
| 1Y | +96.6% | -14.3% | +110.9% | +106.0% |
| 3Y | +397.0% | +18.5% | +378.5% | +296.0% |
| 5Y | +218.9% | +46.8% | +172.1% | +114.4% |
| All | +218.9% | +47.2% | +171.7% | +114.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling