+222.3%
CRWD vs EXC
+39.7%
+182.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -5.0% | -1.4% | -3.6% | -5.1% |
| 30D | -12.9% | +8.3% | -21.2% | -12.2% |
| 3M | +3.2% | +2.6% | +0.6% | +3.7% |
| 6M | +69.0% | +5.2% | +63.8% | +69.7% |
| YTD | +95.5% | +7.5% | +87.9% | +96.4% |
| 1Y | +64.6% | +3.2% | +61.4% | +65.4% |
| 3Y | +366.7% | +29.5% | +337.2% | +363.8% |
| All | +222.3% | +39.7% | +182.6% | +219.2% |
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 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