+106.7%
CRWD vs EXC
+3.5%
+103.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -1.4% |
| 7D | -2.4% | +0.3% | -2.7% | -2.3% |
| 30D | +1.5% | -3.7% | +5.3% | 0.0% |
| 3M | +18.5% | -1.3% | +19.8% | +18.2% |
| 6M | +109.1% | -9.7% | +118.8% | +103.1% |
| YTD | +81.8% | +2.9% | +78.9% | +87.4% |
| 1Y | +106.7% | +4.4% | +102.3% | +122.0% |
| All | +106.7% | +3.5% | +103.1% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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