+380.0%
CRWD vs EFV
+90.2%
+289.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.8% |
| 7D | -3.0% | -0.8% | -2.2% | -2.4% |
| 30D | -6.8% | +0.6% | -7.4% | -7.3% |
| 3M | +19.6% | +7.5% | +12.1% | +13.2% |
| 6M | +87.1% | +13.0% | +74.1% | +69.6% |
| YTD | +76.4% | +18.3% | +58.1% | +52.5% |
| 1Y | +90.8% | +26.7% | +64.1% | +54.8% |
| 3Y | +380.0% | +89.6% | +290.4% | +166.7% |
| All | +380.0% | +90.2% | +289.8% | +166.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling