+218.9%
CRWD vs ED
+66.8%
+152.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.3% |
| 7D | -2.8% | -1.9% | -1.0% | -3.5% |
| 30D | -5.9% | +0.1% | -6.0% | -5.8% |
| 3M | +29.0% | 0.0% | +29.0% | +29.3% |
| 6M | +91.5% | -2.5% | +94.0% | +91.3% |
| YTD | +78.2% | +10.1% | +68.1% | +84.4% |
| 1Y | +96.6% | +13.6% | +83.0% | +105.5% |
| 3Y | +397.0% | +32.4% | +364.6% | +427.8% |
| 5Y | +218.9% | +69.9% | +149.0% | +291.9% |
| All | +218.9% | +66.8% | +152.1% | +291.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling