+213.5%
CRWD vs ECL
+25.4%
+188.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.1% | +0.1% |
| 7D | +2.2% | -2.7% | +4.9% | +3.7% |
| 30D | -7.7% | -4.3% | -3.4% | -5.8% |
| 3M | +28.9% | +3.2% | +25.7% | +25.5% |
| 6M | +91.5% | -2.9% | +94.4% | +91.5% |
| YTD | +77.3% | +4.3% | +73.1% | +67.4% |
| 1Y | +96.3% | +1.6% | +94.6% | +87.0% |
| 3Y | +394.5% | +54.3% | +340.2% | +237.3% |
| 5Y | +213.5% | +26.5% | +187.0% | +126.7% |
| All | +213.5% | +25.4% | +188.1% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling