+1,369.7%
CRWD vs ELF
+773.9%
+595.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.3% |
| 7D | -2.4% | +5.4% | -7.8% | -3.4% |
| 30D | +1.5% | +27.0% | -25.4% | -3.5% |
| 3M | +18.5% | +113.2% | -94.7% | +0.6% |
| 6M | +109.1% | +36.6% | +72.5% | +92.7% |
| YTD | +81.8% | +44.2% | +37.6% | +64.1% |
| 1Y | +106.7% | -18.0% | +124.6% | +106.5% |
| 3Y | +428.7% | -19.9% | +448.6% | +382.7% |
| 5Y | +206.4% | +257.7% | -51.3% | +67.2% |
| All | +1,369.7% | +773.9% | +595.8% | +507.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling