+1,348.4%
CRWD vs ENB
+130.6%
+1,217.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | -2.3% | -0.5% | -1.9% | -2.1% |
| 30D | -2.1% | -0.2% | -1.8% | -2.0% |
| 3M | +27.5% | -7.5% | +35.0% | +31.1% |
| 6M | +95.8% | -4.1% | +100.0% | +97.8% |
| YTD | +79.2% | +9.8% | +69.4% | +70.5% |
| 1Y | +96.3% | +8.7% | +87.6% | +87.0% |
| 3Y | +399.8% | +79.0% | +320.8% | +276.0% |
| 5Y | +216.7% | +69.1% | +147.6% | +146.0% |
| All | +1,348.4% | +130.6% | +1,217.8% | +802.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling