+1,325.8%
CRWD vs EXPE
+134.0%
+1,191.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.4% |
| 7D | -3.0% | -5.8% | +2.8% | -1.5% |
| 30D | -6.8% | -13.6% | +6.8% | -3.5% |
| 3M | +19.6% | +25.2% | -5.6% | +10.7% |
| 6M | +87.1% | +22.3% | +64.7% | +73.3% |
| YTD | +76.4% | -0.3% | +76.7% | +71.8% |
| 1Y | +90.8% | +27.8% | +63.0% | +71.0% |
| 3Y | +380.0% | +162.4% | +217.5% | +235.9% |
| 5Y | +215.6% | +95.8% | +119.8% | +133.3% |
| All | +1,325.8% | +134.0% | +1,191.8% | +699.6% |
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