+382.4%
CRWD vs EXC
+20.6%
+361.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.3% |
| 7D | +2.2% | +0.3% | +1.8% | +2.3% |
| 30D | -7.7% | -0.9% | -6.8% | -7.9% |
| 3M | +28.9% | -2.7% | +31.6% | +28.0% |
| 6M | +91.5% | -9.4% | +100.8% | +86.4% |
| YTD | +77.3% | +3.0% | +74.3% | +80.7% |
| 1Y | +96.3% | +5.1% | +91.1% | +101.7% |
| All | +382.4% | +20.6% | +361.8% | +454.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling