+106.7%
CRWD vs SE
-38.5%
+145.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.4% | -6.1% | +3.7% | -1.7% |
| 30D | +1.5% | -2.5% | +4.0% | +1.4% |
| 3M | +18.5% | +21.7% | -3.2% | +13.4% |
| 6M | +109.1% | +27.0% | +82.1% | +97.4% |
| YTD | +81.8% | -12.1% | +94.0% | +86.6% |
| 1Y | +106.7% | -40.9% | +147.6% | +144.5% |
| All | +106.7% | -38.5% | +145.2% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling