+1,325.8%
CRWD vs ELAN
-29.4%
+1,355.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.3% |
| 7D | -3.0% | -5.4% | +2.4% | -1.8% |
| 30D | -6.8% | +4.7% | -11.5% | -8.1% |
| 3M | +19.6% | -3.7% | +23.2% | +19.6% |
| 6M | +87.1% | -1.2% | +88.3% | +83.5% |
| YTD | +76.4% | +2.4% | +74.0% | +70.9% |
| 1Y | +90.8% | +23.4% | +67.4% | +76.0% |
| 3Y | +380.0% | +96.7% | +283.3% | +260.7% |
| 5Y | +215.6% | -30.6% | +246.2% | +217.4% |
| All | +1,325.8% | -29.4% | +1,355.2% | +1,103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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