+1,325.8%
CRWD vs ECL
+50.4%
+1,275.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.7% |
| 7D | -3.0% | -1.1% | -1.9% | -2.6% |
| 30D | -6.8% | -0.8% | -6.0% | -6.7% |
| 3M | +19.6% | +5.0% | +14.5% | +16.7% |
| 6M | +87.1% | +0.2% | +86.8% | +84.8% |
| YTD | +76.4% | +5.8% | +70.6% | +69.3% |
| 1Y | +90.8% | +1.5% | +89.3% | +85.6% |
| 3Y | +380.0% | +55.0% | +325.0% | +286.4% |
| 5Y | +215.6% | +29.3% | +186.4% | +159.3% |
| All | +1,325.8% | +50.4% | +1,275.4% | +1,126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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