+90.8%
CRWD vs ELF
-28.2%
+119.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.0% |
| 7D | -3.0% | -11.6% | +8.7% | -2.7% |
| 30D | -6.8% | +4.6% | -11.4% | -6.8% |
| 3M | +19.6% | +59.7% | -40.1% | +18.0% |
| 6M | +87.1% | +21.2% | +65.9% | +88.7% |
| YTD | +76.4% | +27.4% | +49.0% | +76.2% |
| 1Y | +90.8% | -29.8% | +120.6% | +103.0% |
| All | +90.8% | -28.2% | +119.0% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling