+218.9%
CRWD vs EXE
+99.3%
+119.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -2.8% | -2.2% | -0.6% | -2.4% |
| 30D | -5.9% | -0.8% | -5.1% | -5.7% |
| 3M | +29.0% | +10.0% | +18.9% | +26.2% |
| 6M | +91.5% | -6.3% | +97.8% | +93.2% |
| YTD | +78.2% | -10.7% | +88.9% | +81.2% |
| 1Y | +96.6% | +2.7% | +94.0% | +92.6% |
| 3Y | +397.0% | +19.1% | +377.9% | +369.3% |
| 5Y | +218.9% | +105.4% | +113.4% | +181.1% |
| All | +218.9% | +99.3% | +119.5% | +181.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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