+1,348.4%
CRWD vs CVE
+361.3%
+987.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -4.0% | -1.8% |
| 7D | -2.3% | +0.2% | -2.5% | -2.4% |
| 30D | -2.1% | +17.5% | -19.5% | -4.5% |
| 3M | +27.5% | +16.2% | +11.3% | +24.2% |
| 6M | +95.8% | +47.8% | +48.1% | +82.8% |
| YTD | +79.2% | +98.5% | -19.3% | +59.3% |
| 1Y | +96.3% | +109.8% | -13.5% | +72.7% |
| 3Y | +399.8% | +75.5% | +324.3% | +344.4% |
| 5Y | +216.7% | +341.6% | -124.8% | +151.5% |
| All | +1,348.4% | +361.3% | +987.1% | +937.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CVE 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling