+1,462.8%
CRWD vs EXC
+69.9%
+1,392.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.7% |
| 7D | +4.5% | +1.4% | +3.1% | +4.2% |
| 30D | -9.1% | +8.6% | -17.7% | -10.7% |
| 3M | +0.5% | +2.4% | -1.9% | -0.2% |
| 6M | +61.1% | +6.5% | +54.7% | +58.1% |
| YTD | +93.4% | +9.0% | +84.3% | +87.9% |
| 1Y | +71.1% | +4.6% | +66.5% | +67.9% |
| 3Y | +351.1% | +33.5% | +317.6% | +303.3% |
| 5Y | +218.8% | +41.4% | +177.4% | +174.2% |
| All | +1,462.8% | +69.9% | +1,392.9% | +1,121.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling