+1,457.0%
CRWD vs EXPD
+180.9%
+1,276.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -7.7% | -7.4% | -0.3% | -4.5% |
| 30D | -17.9% | -2.1% | -15.8% | -17.1% |
| 3M | +0.3% | +5.7% | -5.4% | -2.0% |
| 6M | +71.1% | +21.4% | +49.7% | +57.7% |
| YTD | +92.6% | +27.6% | +65.0% | +71.5% |
| 1Y | +62.0% | +36.1% | +25.9% | +39.9% |
| 3Y | +360.0% | +69.9% | +290.1% | +243.8% |
| 5Y | +220.7% | +59.7% | +161.0% | +139.7% |
| All | +1,457.0% | +180.9% | +1,276.0% | +709.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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