+218.9%
CRWD vs ESI
+66.0%
+152.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +2.7% |
| 7D | -2.8% | -2.3% | -0.5% | -1.9% |
| 30D | -5.9% | -9.0% | +3.2% | -1.4% |
| 3M | +29.0% | -13.3% | +42.2% | +36.1% |
| 6M | +91.5% | +5.3% | +86.2% | +77.7% |
| YTD | +78.2% | +37.6% | +40.6% | +40.2% |
| 1Y | +96.6% | +33.6% | +63.0% | +56.4% |
| 3Y | +397.0% | +75.8% | +321.2% | +216.1% |
| 5Y | +218.9% | +68.6% | +150.3% | +112.0% |
| All | +218.9% | +66.0% | +152.9% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling