+80.6%
CRWD vs CEG
-33.0%
+113.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.7% | +5.2% | -1.0% |
| 7D | -9.6% | -4.8% | -4.8% | -9.3% |
| 30D | -11.6% | -8.2% | -3.4% | -10.9% |
| 3M | +14.1% | -7.9% | +22.0% | +14.4% |
| 6M | +105.4% | -23.2% | +128.7% | +108.3% |
| YTD | +105.6% | -30.1% | +135.8% | +108.1% |
| 1Y | +80.6% | -31.9% | +112.4% | +83.6% |
| All | +80.6% | -33.0% | +113.6% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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