+1,348.4%
CRWD vs VMC
+109.7%
+1,238.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | -2.1% | -9.1% | +7.0% | +1.3% |
| 3M | +27.5% | -4.1% | +31.7% | +28.6% |
| 6M | +95.8% | -5.5% | +101.4% | +97.2% |
| YTD | +79.2% | -8.9% | +88.1% | +81.6% |
| 1Y | +96.3% | -12.9% | +109.2% | +102.3% |
| 3Y | +399.8% | +22.1% | +377.6% | +349.5% |
| 5Y | +216.7% | +52.7% | +164.0% | +164.7% |
| All | +1,348.4% | +109.7% | +1,238.7% | +1,166.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling