+1,369.7%
CRWD vs EXPE
+148.3%
+1,221.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.4% |
| 7D | -2.4% | -9.5% | +7.1% | +0.2% |
| 30D | +1.5% | -6.6% | +8.2% | +2.9% |
| 3M | +18.5% | +31.4% | -12.8% | +8.3% |
| 6M | +109.1% | +35.2% | +73.9% | +88.1% |
| YTD | +81.8% | +5.8% | +76.0% | +74.4% |
| 1Y | +106.7% | +38.7% | +68.0% | +81.2% |
| 3Y | +428.7% | +175.8% | +252.9% | +265.3% |
| 5Y | +206.4% | +111.8% | +94.5% | +122.2% |
| All | +1,369.7% | +148.3% | +1,221.3% | +711.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling