+80.6%
CRWD vs EFV
+25.8%
+54.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -2.0% |
| 7D | -9.6% | +2.9% | -12.5% | -10.0% |
| 30D | -11.6% | +3.6% | -15.2% | -12.1% |
| 3M | +14.1% | -0.1% | +14.2% | +14.0% |
| 6M | +105.4% | +9.6% | +95.8% | +100.4% |
| YTD | +105.6% | +17.0% | +88.7% | +90.9% |
| 1Y | +80.6% | +25.7% | +54.9% | +58.6% |
| All | +80.6% | +25.8% | +54.7% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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