+384.9%
CRWD vs ELF
-30.3%
+415.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +1.1% |
| 7D | -2.8% | -10.8% | +8.0% | -1.4% |
| 30D | -5.9% | +0.8% | -6.7% | -6.1% |
| 3M | +29.0% | +64.8% | -35.8% | +19.7% |
| 6M | +91.5% | +19.0% | +72.5% | +85.6% |
| YTD | +78.2% | +25.9% | +52.3% | +69.8% |
| 1Y | +96.6% | -28.8% | +125.4% | +102.9% |
| All | +384.9% | -30.3% | +415.2% | +397.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling