+351.1%
CRWD vs ED
+50.2%
+300.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -0.4% |
| 7D | +4.5% | +2.1% | +2.4% | +6.0% |
| 30D | -9.1% | +10.4% | -19.5% | -2.0% |
| 3M | +0.5% | +12.5% | -12.1% | +10.2% |
| 6M | +61.1% | +14.9% | +46.2% | +80.4% |
| YTD | +93.4% | +24.8% | +68.5% | +129.2% |
| 1Y | +71.1% | +23.8% | +47.3% | +102.4% |
| 3Y | +351.1% | +51.6% | +299.4% | +519.4% |
| All | +351.1% | +50.2% | +300.9% | +519.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling