+382.4%
CRWD vs EXPE
+149.5%
+233.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.9% |
| 7D | +2.2% | -11.5% | +13.7% | +5.1% |
| 30D | -7.7% | -13.1% | +5.4% | -5.2% |
| 3M | +28.9% | +18.1% | +10.7% | +21.3% |
| 6M | +91.5% | +13.3% | +78.2% | +81.3% |
| YTD | +77.3% | -3.2% | +80.5% | +73.5% |
| 1Y | +96.3% | +26.1% | +70.1% | +76.3% |
| All | +382.4% | +149.5% | +233.0% | +262.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling