+384.9%
CRWD vs ENB
+69.7%
+315.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.4% | +0.7% |
| 7D | -2.8% | -4.6% | +1.7% | -2.7% |
| 30D | -5.9% | -5.2% | -0.7% | -5.6% |
| 3M | +29.0% | -13.4% | +42.4% | +30.0% |
| 6M | +91.5% | -7.8% | +99.3% | +92.1% |
| YTD | +78.2% | +4.9% | +73.3% | +75.8% |
| 1Y | +96.6% | +3.2% | +93.4% | +94.4% |
| All | +384.9% | +69.7% | +315.2% | +335.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling