+1,348.4%
CRWD vs EXEL
+188.1%
+1,160.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -0.9% |
| 7D | -2.3% | +1.4% | -3.7% | -2.7% |
| 30D | -2.1% | +6.7% | -8.7% | -4.0% |
| 3M | +27.5% | +11.5% | +16.1% | +23.3% |
| 6M | +95.8% | +38.8% | +57.0% | +77.5% |
| YTD | +79.2% | +31.6% | +47.6% | +64.4% |
| 1Y | +96.3% | +53.0% | +43.2% | +71.2% |
| 3Y | +399.8% | +160.8% | +238.9% | +248.2% |
| 5Y | +216.7% | +190.1% | +26.6% | +108.4% |
| All | +1,348.4% | +188.1% | +1,160.4% | +699.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling