+382.4%
CRWD vs EIX
-4.8%
+387.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -1.3% |
| 7D | +2.2% | +4.1% | -1.9% | +2.5% |
| 30D | -7.7% | -15.3% | +7.6% | -8.5% |
| 3M | +28.9% | -18.4% | +47.3% | +27.5% |
| 6M | +91.5% | -16.8% | +108.3% | +89.0% |
| YTD | +77.3% | -0.6% | +77.9% | +72.6% |
| 1Y | +96.3% | +10.7% | +85.6% | +89.0% |
| All | +382.4% | -4.8% | +387.2% | +357.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling