+217.3%
CRWD vs EIX
+24.2%
+193.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -1.0% |
| 7D | +2.2% | +4.1% | -1.9% | +2.0% |
| 30D | -7.7% | -15.3% | +7.6% | -7.5% |
| 3M | +28.9% | -18.4% | +47.3% | +29.3% |
| 6M | +91.5% | -16.8% | +108.3% | +91.0% |
| YTD | +77.3% | -0.6% | +77.9% | +71.7% |
| 1Y | +96.3% | +10.7% | +85.6% | +86.2% |
| 3Y | +394.5% | -4.5% | +399.0% | +366.7% |
| All | +217.3% | +24.2% | +193.1% | +195.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling