+1,340.4%
CRWD vs EFX
+38.7%
+1,301.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.8% | -11.1% | +8.3% | +2.0% |
| 30D | -5.9% | -7.4% | +1.5% | -3.2% |
| 3M | +29.0% | +1.5% | +27.5% | +25.7% |
| 6M | +91.5% | -13.7% | +105.2% | +99.9% |
| YTD | +78.2% | -21.9% | +100.1% | +93.2% |
| 1Y | +96.6% | -30.8% | +127.4% | +124.1% |
| 3Y | +397.0% | -12.4% | +409.4% | +377.1% |
| 5Y | +218.9% | -35.9% | +254.8% | +244.8% |
| All | +1,340.4% | +38.7% | +1,301.7% | +977.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling