+380.0%
CRWD vs ETN
+86.8%
+293.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -2.9% |
| 7D | -3.0% | +3.5% | -6.5% | -4.7% |
| 30D | -6.8% | -7.5% | +0.7% | -3.4% |
| 3M | +19.6% | +8.3% | +11.3% | +13.5% |
| 6M | +87.1% | +20.2% | +66.9% | +62.7% |
| YTD | +76.4% | +34.7% | +41.7% | +41.5% |
| 1Y | +90.8% | +19.4% | +71.4% | +65.0% |
| 3Y | +380.0% | +85.5% | +294.5% | +204.2% |
| All | +380.0% | +86.8% | +293.2% | +204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 3y: compounded portfolio wealth divided by compounded ETN 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…
3y analysis · Full analysis span regression · 6 months rolling