+1,333.1%
CRWD vs EOG
+131.7%
+1,201.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | +2.2% | -1.3% | +3.5% | +2.4% |
| 30D | -7.7% | +3.4% | -11.1% | -8.4% |
| 3M | +28.9% | +7.8% | +21.0% | +26.2% |
| 6M | +91.5% | +13.4% | +78.1% | +85.1% |
| YTD | +77.3% | +43.5% | +33.8% | +62.9% |
| 1Y | +96.3% | +29.7% | +66.6% | +83.9% |
| 3Y | +394.5% | +23.2% | +371.3% | +364.2% |
| 5Y | +213.5% | +176.4% | +37.1% | +148.1% |
| All | +1,333.1% | +131.7% | +1,201.5% | +1,043.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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