+80.6%
CRWD vs EFX
-7.5%
+88.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.7% |
| 7D | -9.6% | +9.2% | -18.8% | -10.3% |
| 30D | -11.6% | +34.8% | -46.4% | -15.1% |
| 3M | +14.1% | +8.8% | +5.3% | +13.4% |
| 6M | +105.4% | +12.3% | +93.1% | +101.3% |
| YTD | +105.6% | -10.6% | +116.3% | +114.0% |
| 1Y | +80.6% | -6.7% | +87.3% | +87.3% |
| All | +80.6% | -7.5% | +88.1% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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