+90.8%
CRWD vs ESI
+34.2%
+56.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -3.0% | -4.6% | +1.7% | -1.8% |
| 30D | -6.8% | -10.5% | +3.7% | -4.2% |
| 3M | +19.6% | -19.8% | +39.4% | +24.6% |
| 6M | +87.1% | +5.8% | +81.3% | +78.0% |
| YTD | +76.4% | +38.3% | +38.1% | +47.0% |
| 1Y | +90.8% | +31.5% | +59.3% | +66.2% |
| All | +90.8% | +34.2% | +56.7% | +66.2% |
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