+1,340.4%
CRWD vs EXC
+59.4%
+1,281.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -2.8% | -1.6% | -1.2% | -2.5% |
| 30D | -5.9% | -2.4% | -3.5% | -5.5% |
| 3M | +29.0% | -4.0% | +32.9% | +29.7% |
| 6M | +91.5% | -9.8% | +101.3% | +95.0% |
| YTD | +78.2% | +2.3% | +75.9% | +75.7% |
| 1Y | +96.6% | +3.8% | +92.8% | +92.6% |
| 3Y | +397.0% | +19.7% | +377.3% | +358.2% |
| 5Y | +218.9% | +45.6% | +173.3% | +167.5% |
| All | +1,340.4% | +59.4% | +1,281.0% | +1,041.9% |
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