+225.5%
CRWD vs ETR
+122.3%
+103.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -3.0% | -1.8% | -1.2% | -3.0% |
| 30D | -6.8% | -1.8% | -5.0% | -6.8% |
| 3M | +19.6% | -3.6% | +23.2% | +19.6% |
| 6M | +87.1% | +2.6% | +84.5% | +86.3% |
| YTD | +76.4% | +16.0% | +60.4% | +74.1% |
| 1Y | +90.8% | +20.1% | +70.7% | +87.9% |
| 3Y | +380.0% | +143.6% | +236.4% | +374.7% |
| All | +225.5% | +122.3% | +103.2% | +247.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling