+213.5%
CRWD vs EW
-29.9%
+243.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.8% |
| 7D | +2.2% | -5.1% | +7.3% | +4.6% |
| 30D | -7.7% | -6.4% | -1.4% | -5.0% |
| 3M | +28.9% | -1.6% | +30.4% | +29.2% |
| 6M | +91.5% | +2.3% | +89.2% | +88.1% |
| YTD | +77.3% | +1.1% | +76.2% | +74.4% |
| 1Y | +96.3% | +8.0% | +88.3% | +85.9% |
| 3Y | +394.5% | +16.3% | +378.1% | +307.0% |
| 5Y | +213.5% | -29.4% | +242.9% | +272.8% |
| All | +213.5% | -29.9% | +243.3% | +272.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling