+571.2%
CRWD vs EOSE
-60.2%
+631.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +0.8% |
| 7D | -2.8% | +14.0% | -16.8% | -4.0% |
| 30D | -5.9% | -5.9% | 0.0% | -5.8% |
| 3M | +29.0% | -34.3% | +63.2% | +32.1% |
| 6M | +91.5% | -37.8% | +129.2% | +94.5% |
| YTD | +78.2% | -65.2% | +143.4% | +86.7% |
| 1Y | +96.6% | -41.9% | +138.6% | +94.1% |
| 3Y | +397.0% | +44.6% | +352.5% | +309.8% |
| 5Y | +218.9% | -69.2% | +288.1% | +167.6% |
| All | +571.2% | -60.2% | +631.4% | +454.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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