+1,369.7%
CRWD vs ES
+20.7%
+1,349.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | +1.5% | -2.0% | +3.5% | +1.7% |
| 3M | +18.5% | +1.7% | +16.9% | +18.2% |
| 6M | +109.1% | -3.5% | +112.6% | +109.5% |
| YTD | +81.8% | +7.9% | +73.9% | +79.8% |
| 1Y | +106.7% | +17.2% | +89.5% | +101.8% |
| 3Y | +428.7% | +29.3% | +399.4% | +401.6% |
| 5Y | +206.4% | -5.7% | +212.1% | +208.7% |
| All | +1,369.7% | +20.7% | +1,349.0% | +1,321.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling