+384.9%
CRWD vs CEG
+167.9%
+217.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.2% |
| 7D | -2.8% | +0.3% | -3.2% | -3.0% |
| 30D | -5.9% | +2.9% | -8.8% | -6.8% |
| 3M | +29.0% | +18.2% | +10.8% | +22.4% |
| 6M | +91.5% | -9.5% | +101.0% | +93.3% |
| YTD | +78.2% | -18.7% | +96.9% | +84.3% |
| 1Y | +96.6% | -10.1% | +106.8% | +95.1% |
| All | +384.9% | +167.9% | +217.0% | +244.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling