+415.9%
CRWD vs CEG
+666.0%
-250.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | +4.5% | +12.1% | -7.6% | +1.1% |
| 30D | -9.1% | +0.2% | -9.3% | -9.3% |
| 3M | +0.5% | +0.7% | -0.2% | -0.7% |
| 6M | +61.1% | +2.2% | +58.9% | +57.4% |
| YTD | +93.4% | -20.3% | +113.7% | +99.9% |
| 1Y | +71.1% | -16.1% | +87.2% | +73.4% |
| 3Y | +351.1% | +134.7% | +216.4% | +202.6% |
| All | +415.9% | +666.0% | -250.1% | +159.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling