+382.4%
CRWD vs ED
+34.3%
+348.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -1.5% |
| 7D | +2.2% | -0.2% | +2.3% | +2.0% |
| 30D | -7.7% | +1.9% | -9.7% | -6.4% |
| 3M | +28.9% | +1.9% | +27.0% | +31.0% |
| 6M | +91.5% | -2.3% | +93.7% | +91.3% |
| YTD | +77.3% | +10.9% | +66.4% | +90.7% |
| 1Y | +96.3% | +14.5% | +81.8% | +115.7% |
| All | +382.4% | +34.3% | +348.1% | +467.6% |
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