+218.9%
CRWD vs EXEL
+192.6%
+26.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.8% |
| 7D | -2.8% | -2.9% | 0.0% | -2.3% |
| 30D | -5.9% | +11.9% | -17.8% | -8.2% |
| 3M | +29.0% | +9.2% | +19.8% | +26.2% |
| 6M | +91.5% | +39.1% | +52.4% | +77.2% |
| YTD | +78.2% | +31.0% | +47.2% | +66.7% |
| 1Y | +96.6% | +52.3% | +44.3% | +76.5% |
| 3Y | +397.0% | +159.7% | +237.3% | +258.4% |
| 5Y | +218.9% | +187.7% | +31.1% | +100.0% |
| All | +218.9% | +192.6% | +26.3% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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