+80.6%
CRWD vs EIX
+18.9%
+61.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -0.5% |
| 7D | -9.6% | +4.5% | -14.1% | -8.3% |
| 30D | -11.6% | +15.2% | -26.8% | -7.5% |
| 3M | +14.1% | -11.6% | +25.7% | +11.5% |
| 6M | +105.4% | -8.4% | +113.8% | +106.3% |
| YTD | +105.6% | +8.2% | +97.5% | +113.4% |
| 1Y | +80.6% | +16.6% | +64.0% | +95.7% |
| All | +80.6% | +18.9% | +61.6% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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