+370.6%
CRWD vs CEG
+678.4%
-307.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -3.0% | -4.8% | +1.8% | -1.7% |
| 30D | -6.8% | +2.3% | -9.1% | -7.7% |
| 3M | +19.6% | +15.6% | +4.0% | +13.8% |
| 6M | +87.1% | -5.0% | +92.1% | +86.0% |
| YTD | +76.4% | -19.0% | +95.5% | +82.8% |
| 1Y | +90.8% | -10.0% | +100.8% | +89.1% |
| 3Y | +380.0% | +163.9% | +216.0% | +210.4% |
| All | +370.6% | +678.4% | -307.8% | +137.0% |
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