+357.5%
CRWD vs ES
+52.1%
+305.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.5% |
| 7D | +5.8% | -1.1% | +6.9% | +5.6% |
| 30D | -12.0% | +8.2% | -20.2% | -10.6% |
| 3M | +3.6% | +0.6% | +3.0% | +4.1% |
| 6M | +68.3% | +6.0% | +62.4% | +70.6% |
| YTD | +96.2% | +9.3% | +86.8% | +99.7% |
| 1Y | +68.4% | +1.1% | +67.3% | +70.2% |
| All | +357.5% | +52.1% | +305.5% | +374.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling