+213.5%
CRWD vs EXPE
+89.3%
+124.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.8% |
| 7D | +2.2% | -11.5% | +13.7% | +6.2% |
| 30D | -7.7% | -13.1% | +5.4% | -4.1% |
| 3M | +28.9% | +18.1% | +10.7% | +19.4% |
| 6M | +91.5% | +13.3% | +78.2% | +78.6% |
| YTD | +77.3% | -3.2% | +80.5% | +73.1% |
| 1Y | +96.3% | +26.1% | +70.1% | +70.9% |
| 3Y | +394.5% | +151.7% | +242.8% | +207.1% |
| 5Y | +213.5% | +88.3% | +125.1% | +120.2% |
| All | +213.5% | +89.3% | +124.2% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling