+1,369.7%
CRWD vs ED
+59.6%
+1,310.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -1.1% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | +1.5% | -0.1% | +1.7% | +1.6% |
| 3M | +18.5% | +3.9% | +14.6% | +19.2% |
| 6M | +109.1% | -3.0% | +112.1% | +109.0% |
| YTD | +81.8% | +10.7% | +71.2% | +84.1% |
| 1Y | +106.7% | +13.3% | +93.3% | +109.8% |
| 3Y | +428.7% | +34.5% | +394.2% | +435.8% |
| 5Y | +206.4% | +67.1% | +139.2% | +209.0% |
| All | +1,369.7% | +59.6% | +1,310.0% | +1,446.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling