+80.6%
CRWD vs ENB
+9.4%
+71.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.6% |
| 7D | -9.6% | +0.5% | -10.1% | -9.5% |
| 30D | -11.6% | +6.0% | -17.6% | -10.3% |
| 3M | +14.1% | -7.4% | +21.5% | +11.8% |
| 6M | +105.4% | -8.5% | +113.9% | +101.9% |
| YTD | +105.6% | +6.1% | +99.5% | +118.0% |
| 1Y | +80.6% | +9.4% | +71.1% | +93.1% |
| All | +80.6% | +9.4% | +71.1% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 1y: compounded portfolio wealth divided by compounded ENB 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…
1y analysis · Full analysis span regression · 6 months rolling