+1,369.7%
CRWD vs EIX
+30.6%
+1,339.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -2.4% | -19.1% | +16.7% | -0.5% |
| 30D | +1.5% | -16.9% | +18.4% | +3.0% |
| 3M | +18.5% | -20.0% | +38.5% | +20.6% |
| 6M | +109.1% | -21.3% | +130.4% | +112.7% |
| YTD | +81.8% | -1.7% | +83.6% | +76.6% |
| 1Y | +106.7% | +9.6% | +97.1% | +95.5% |
| 3Y | +428.7% | -3.7% | +432.4% | +401.8% |
| 5Y | +206.4% | +22.6% | +183.8% | +170.1% |
| All | +1,369.7% | +30.6% | +1,339.1% | +1,016.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling