+1,333.1%
CRWD vs ELV
+54.7%
+1,278.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | +2.2% | -2.2% | +4.4% | +2.5% |
| 30D | -7.7% | -0.2% | -7.5% | -7.7% |
| 3M | +28.9% | -6.1% | +35.0% | +29.9% |
| 6M | +91.5% | +42.8% | +48.6% | +79.3% |
| YTD | +77.3% | +14.4% | +62.9% | +71.6% |
| 1Y | +96.3% | +28.6% | +67.7% | +85.5% |
| 3Y | +394.5% | -7.4% | +401.9% | +388.5% |
| 5Y | +213.5% | +14.5% | +199.0% | +190.6% |
| All | +1,333.1% | +54.7% | +1,278.4% | +1,132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling