+225.5%
CRWD vs ELV
+25.1%
+200.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -3.0% | +3.2% | -6.2% | -3.3% |
| 30D | -6.8% | +5.4% | -12.1% | -7.3% |
| 3M | +19.6% | +5.4% | +14.2% | +18.9% |
| 6M | +87.1% | +45.7% | +41.4% | +79.7% |
| YTD | +76.4% | +21.2% | +55.2% | +72.0% |
| 1Y | +90.8% | +35.6% | +55.2% | +83.5% |
| 3Y | +380.0% | -2.0% | +382.0% | +375.0% |
| All | +225.5% | +25.1% | +200.4% | +216.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling