+71.1%
CRWD vs EW
+25.9%
+45.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | +4.5% | +4.9% | -0.4% | +3.7% |
| 30D | -9.1% | +23.9% | -33.0% | -12.2% |
| 3M | +0.5% | +15.8% | -15.3% | -1.8% |
| 6M | +61.1% | +31.7% | +29.5% | +53.4% |
| YTD | +93.4% | +25.7% | +67.7% | +87.6% |
| 1Y | +71.1% | +24.4% | +46.7% | +66.5% |
| All | +71.1% | +25.9% | +45.2% | +66.5% |
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 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