+1,369.7%
CRWD vs EXC
+60.3%
+1,309.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | +1.5% | -3.7% | +5.3% | +2.3% |
| 3M | +18.5% | -1.3% | +19.8% | +18.4% |
| 6M | +109.1% | -9.7% | +118.8% | +112.9% |
| YTD | +81.8% | +2.9% | +78.9% | +79.0% |
| 1Y | +106.7% | +4.4% | +102.3% | +102.2% |
| 3Y | +428.7% | +22.2% | +406.5% | +384.0% |
| 5Y | +206.4% | +46.7% | +159.7% | +156.5% |
| All | +1,369.7% | +60.3% | +1,309.3% | +1,063.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling