+80.6%
CRWD vs ESI
+27.8%
+52.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -0.6% |
| 7D | -9.6% | -6.6% | -3.1% | -8.4% |
| 30D | -11.6% | -10.9% | -0.7% | -9.7% |
| 3M | +14.1% | -13.8% | +27.9% | +17.4% |
| 6M | +105.4% | -21.5% | +127.0% | +111.5% |
| YTD | +105.6% | +34.7% | +71.0% | +79.4% |
| 1Y | +80.6% | +24.9% | +55.7% | +61.1% |
| All | +80.6% | +27.8% | +52.7% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling