+1,333.1%
CRWD vs EFV
+129.3%
+1,203.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.4% |
| 7D | +2.2% | -0.5% | +2.7% | +2.6% |
| 30D | -7.7% | 0.0% | -7.7% | -7.8% |
| 3M | +28.9% | +8.4% | +20.5% | +21.4% |
| 6M | +91.5% | +12.3% | +79.1% | +74.7% |
| YTD | +77.3% | +17.4% | +59.9% | +55.9% |
| 1Y | +96.3% | +27.1% | +69.1% | +62.2% |
| 3Y | +394.5% | +90.7% | +303.8% | +200.1% |
| 5Y | +213.5% | +95.6% | +117.9% | +85.8% |
| All | +1,333.1% | +129.3% | +1,203.8% | +626.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling