+380.0%
CRWD vs ELV
-2.5%
+382.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -0.5% |
| 7D | -3.0% | +2.8% | -5.7% | -3.0% |
| 30D | -6.8% | +4.9% | -11.7% | -6.8% |
| 3M | +19.6% | +4.9% | +14.7% | +19.7% |
| 6M | +87.1% | +45.1% | +42.0% | +87.0% |
| YTD | +76.4% | +20.7% | +55.7% | +75.9% |
| 1Y | +90.8% | +35.0% | +55.8% | +90.9% |
| 3Y | +380.0% | -2.4% | +382.4% | +369.7% |
| All | +380.0% | -2.5% | +382.5% | +369.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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