+1,479.7%
CRWD vs ES
+21.2%
+1,458.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.1% | +1.4% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | -12.9% | +6.7% | -19.6% | -13.4% |
| 3M | +3.2% | +0.3% | +2.9% | +3.1% |
| 6M | +69.0% | +7.4% | +61.6% | +67.4% |
| YTD | +95.5% | +8.4% | +87.1% | +93.1% |
| 1Y | +64.6% | +0.6% | +63.9% | +63.7% |
| 3Y | +366.7% | +50.6% | +316.1% | +330.3% |
| 5Y | +226.2% | +4.8% | +221.3% | +221.5% |
| All | +1,479.7% | +21.2% | +1,458.5% | +1,426.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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