+225.5%
CRWD vs EFA
+52.4%
+173.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -2.2% |
| 7D | -3.0% | -1.5% | -1.5% | -1.3% |
| 30D | -6.8% | -1.7% | -5.1% | -5.0% |
| 3M | +19.6% | +3.5% | +16.1% | +14.8% |
| 6M | +87.1% | +9.5% | +77.6% | +66.2% |
| YTD | +76.4% | +12.9% | +63.5% | +49.9% |
| 1Y | +90.8% | +18.2% | +72.6% | +52.9% |
| 3Y | +380.0% | +64.8% | +315.1% | +147.1% |
| All | +225.5% | +52.4% | +173.1% | +84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling