+90.8%
CRWD vs ED
+13.4%
+77.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.2% |
| 7D | -3.0% | -0.8% | -2.2% | -3.7% |
| 30D | -6.8% | -0.4% | -6.4% | -6.9% |
| 3M | +19.6% | +0.5% | +19.1% | +21.0% |
| 6M | +87.1% | -3.1% | +90.2% | +86.0% |
| YTD | +76.4% | +9.8% | +66.6% | +95.6% |
| 1Y | +90.8% | +12.6% | +78.2% | +116.3% |
| All | +90.8% | +13.4% | +77.4% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling