+1,325.8%
CRWD vs ENB
+118.2%
+1,207.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.6% |
| 7D | -3.0% | -4.7% | +1.7% | -1.2% |
| 30D | -6.8% | -5.9% | -0.9% | -4.7% |
| 3M | +19.6% | -14.2% | +33.8% | +26.6% |
| 6M | +87.1% | -8.6% | +95.7% | +92.4% |
| YTD | +76.4% | +3.9% | +72.5% | +71.4% |
| 1Y | +90.8% | +1.8% | +89.0% | +86.6% |
| 3Y | +380.0% | +68.5% | +311.5% | +269.6% |
| 5Y | +215.6% | +62.4% | +153.2% | +148.7% |
| All | +1,325.8% | +118.2% | +1,207.6% | +807.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling