+1,340.4%
CRWD vs ET
+187.0%
+1,153.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -2.8% | +1.4% | -4.2% | -3.2% |
| 30D | -5.9% | +4.6% | -10.4% | -7.1% |
| 3M | +29.0% | +16.0% | +12.9% | +23.2% |
| 6M | +91.5% | +22.8% | +68.7% | +79.5% |
| YTD | +78.2% | +38.9% | +39.4% | +60.9% |
| 1Y | +96.6% | +34.1% | +62.5% | +79.2% |
| 3Y | +397.0% | +98.8% | +298.2% | +309.9% |
| 5Y | +218.9% | +246.8% | -28.0% | +131.8% |
| All | +1,340.4% | +187.0% | +1,153.5% | +1,187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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