+216.8%
CRWD vs EXC
+46.8%
+170.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.4% |
| 7D | -2.3% | +1.2% | -3.6% | -2.3% |
| 30D | -2.1% | -2.7% | +0.7% | -2.2% |
| 3M | +27.5% | -1.0% | +28.5% | +27.4% |
| 6M | +95.8% | -9.3% | +105.1% | +95.6% |
| YTD | +79.2% | +3.6% | +75.6% | +79.1% |
| 1Y | +96.3% | +5.9% | +90.3% | +95.9% |
| 3Y | +399.8% | +21.3% | +378.5% | +396.8% |
| All | +216.8% | +46.8% | +170.0% | +179.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling