+1,325.8%
CRWD vs EL
-40.2%
+1,366.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -3.0% | -6.5% | +3.5% | -1.2% |
| 30D | -6.8% | +11.1% | -17.9% | -9.9% |
| 3M | +19.6% | +10.7% | +8.9% | +15.5% |
| 6M | +87.1% | +6.9% | +80.2% | +80.2% |
| YTD | +76.4% | -6.3% | +82.7% | +75.0% |
| 1Y | +90.8% | +13.5% | +77.3% | +77.3% |
| 3Y | +380.0% | -33.1% | +413.0% | +395.4% |
| 5Y | +215.6% | -68.8% | +284.4% | +357.0% |
| All | +1,325.8% | -40.2% | +1,366.0% | +1,306.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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