+384.9%
CRWD vs ETR
+144.8%
+240.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.4% |
| 7D | -2.8% | -1.9% | -0.9% | -2.9% |
| 30D | -5.9% | -0.2% | -5.7% | -5.9% |
| 3M | +29.0% | -3.7% | +32.7% | +28.8% |
| 6M | +91.5% | +2.1% | +89.4% | +90.7% |
| YTD | +78.2% | +16.5% | +61.8% | +75.7% |
| 1Y | +96.6% | +22.5% | +74.1% | +93.4% |
| All | +384.9% | +144.8% | +240.1% | +437.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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