+380.0%
CRWD vs EFA
+65.2%
+314.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -2.0% |
| 7D | -3.0% | -1.5% | -1.5% | -1.6% |
| 30D | -6.8% | -1.7% | -5.1% | -5.3% |
| 3M | +19.6% | +3.5% | +16.1% | +15.6% |
| 6M | +87.1% | +9.5% | +77.6% | +69.6% |
| YTD | +76.4% | +12.9% | +63.5% | +53.3% |
| 1Y | +90.8% | +18.2% | +72.6% | +57.2% |
| 3Y | +380.0% | +64.8% | +315.1% | +164.3% |
| All | +380.0% | +65.2% | +314.8% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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