+380.0%
CRWD vs EFX
-12.2%
+392.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -3.0% | -4.5% | +1.6% | -1.7% |
| 30D | -6.8% | -6.1% | -0.7% | -5.4% |
| 3M | +19.6% | +6.2% | +13.4% | +15.9% |
| 6M | +87.1% | -11.2% | +98.3% | +91.2% |
| YTD | +76.4% | -21.4% | +97.8% | +87.0% |
| 1Y | +90.8% | -34.3% | +125.1% | +114.2% |
| 3Y | +380.0% | -12.5% | +392.5% | +376.4% |
| All | +380.0% | -12.2% | +392.2% | +376.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling