+263.1%
CRWD vs EXE
+192.2%
+70.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -2.3% | -1.8% | -0.6% | -2.0% |
| 30D | -2.1% | +6.4% | -8.5% | -3.2% |
| 3M | +27.5% | +9.2% | +18.3% | +25.1% |
| 6M | +95.8% | -7.0% | +102.8% | +97.8% |
| YTD | +79.2% | -9.5% | +88.7% | +81.6% |
| 1Y | +96.3% | +6.2% | +90.0% | +91.1% |
| 3Y | +399.8% | +20.7% | +379.0% | +372.8% |
| 5Y | +216.7% | +103.6% | +113.1% | +179.4% |
| All | +263.1% | +192.2% | +70.9% | +197.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling