+1,462.8%
CRWD vs ECL
+68.9%
+1,394.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -2.0% |
| 7D | +4.5% | +2.9% | +1.6% | +3.4% |
| 30D | -9.1% | +7.5% | -16.6% | -11.6% |
| 3M | +0.5% | +12.2% | -11.8% | -4.2% |
| 6M | +61.1% | +24.6% | +36.6% | +46.6% |
| YTD | +93.4% | +18.8% | +74.6% | +77.4% |
| 1Y | +71.1% | +19.3% | +51.8% | +56.4% |
| 3Y | +351.1% | +78.2% | +272.9% | +244.0% |
| 5Y | +218.8% | +38.8% | +180.0% | +152.9% |
| All | +1,462.8% | +68.9% | +1,394.0% | +1,185.4% |
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