+1,325.8%
CRWD vs EIX
+28.8%
+1,297.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -3.0% | -1.4% | -1.6% | -2.9% |
| 30D | -6.8% | -19.3% | +12.5% | -5.1% |
| 3M | +19.6% | -21.7% | +41.3% | +22.0% |
| 6M | +87.1% | -19.8% | +106.9% | +89.5% |
| YTD | +76.4% | -3.0% | +79.5% | +71.5% |
| 1Y | +90.8% | +5.1% | +85.7% | +81.9% |
| 3Y | +380.0% | -7.0% | +386.9% | +358.8% |
| 5Y | +215.6% | +22.0% | +193.6% | +178.1% |
| All | +1,325.8% | +28.8% | +1,297.0% | +984.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling