+106.7%
CRWD vs CEG
-3.0%
+109.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.9% | -5.7% | -1.2% |
| 7D | -2.4% | +8.0% | -10.5% | -3.1% |
| 30D | +1.5% | +12.9% | -11.4% | +0.4% |
| 3M | +18.5% | +13.2% | +5.4% | +17.0% |
| 6M | +109.1% | -7.0% | +116.1% | +110.5% |
| YTD | +81.8% | -15.0% | +96.8% | +83.5% |
| 1Y | +106.7% | -2.7% | +109.4% | +107.5% |
| All | +106.7% | -3.0% | +109.7% | +107.5% |
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