+1,462.8%
CRWD vs EXPE
+114.9%
+1,347.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | +4.5% | -0.5% | +5.0% | +4.6% |
| 30D | -9.1% | -6.1% | -3.0% | -8.2% |
| 3M | +0.5% | -21.3% | +21.8% | +5.7% |
| 6M | +61.1% | +19.0% | +42.1% | +49.6% |
| YTD | +93.4% | -8.4% | +101.8% | +91.0% |
| 1Y | +71.1% | -2.8% | +73.9% | +65.7% |
| 3Y | +351.1% | +120.8% | +230.3% | +230.1% |
| 5Y | +218.8% | +46.2% | +172.6% | +149.1% |
| All | +1,462.8% | +114.9% | +1,347.9% | +788.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling