+627.7%
GEV vs CRWD
+149.4%
+478.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.7% |
| 7D | +3.2% | +2.2% | +1.0% | +2.4% |
| 30D | -4.0% | -7.7% | +3.7% | -2.3% |
| 3M | +3.4% | +28.9% | -25.5% | -7.9% |
| 6M | +14.7% | +91.5% | -76.8% | -15.6% |
| YTD | +45.8% | +77.3% | -31.5% | +9.8% |
| 1Y | +57.4% | +96.3% | -38.9% | +11.8% |
| All | +627.7% | +149.4% | +478.3% | +327.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRWD.
Daily Out/Under-Performance
Portfolio return minus CRWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRWD 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 CRWD 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