+1,348.4%
CRWD vs ESI
+266.1%
+1,082.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | -2.3% | +5.4% | -7.7% | -4.4% |
| 30D | -2.1% | -4.2% | +2.1% | -0.2% |
| 3M | +27.5% | -9.6% | +37.1% | +31.5% |
| 6M | +95.8% | +18.3% | +77.5% | +76.4% |
| YTD | +79.2% | +45.8% | +33.4% | +45.8% |
| 1Y | +96.3% | +39.2% | +57.1% | +62.4% |
| 3Y | +399.8% | +86.3% | +313.5% | +254.3% |
| 5Y | +216.7% | +76.2% | +140.5% | +127.9% |
| All | +1,348.4% | +266.1% | +1,082.3% | +747.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling