+80.6%
CRWD vs EW
+19.7%
+60.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -2.2% |
| 7D | -9.6% | +8.3% | -17.9% | -10.8% |
| 30D | -11.6% | +13.9% | -25.5% | -13.5% |
| 3M | +14.1% | +10.9% | +3.2% | +12.0% |
| 6M | +105.4% | +19.2% | +86.2% | +98.3% |
| YTD | +105.6% | +16.6% | +89.1% | +101.6% |
| 1Y | +80.6% | +18.1% | +62.5% | +76.1% |
| All | +80.6% | +19.7% | +60.9% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling