+1,462.8%
CRWD vs EW
+72.8%
+1,390.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.0% |
| 7D | +4.5% | +4.9% | -0.4% | +2.1% |
| 30D | -9.1% | +23.9% | -33.0% | -18.2% |
| 3M | +0.5% | +15.8% | -15.3% | -6.8% |
| 6M | +61.1% | +31.7% | +29.5% | +40.0% |
| YTD | +93.4% | +25.7% | +67.7% | +70.3% |
| 1Y | +71.1% | +24.4% | +46.7% | +51.3% |
| 3Y | +351.1% | +65.9% | +285.2% | +211.8% |
| 5Y | +218.8% | -7.6% | +226.5% | +209.3% |
| All | +1,462.8% | +72.8% | +1,390.0% | +1,004.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling