+1,340.4%
CRWD vs EMB
+18.3%
+1,322.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.7% |
| 7D | -2.8% | -1.1% | -1.7% | -1.3% |
| 30D | -5.9% | -1.1% | -4.8% | -4.4% |
| 3M | +29.0% | -0.8% | +29.7% | +30.6% |
| 6M | +91.5% | -0.1% | +91.5% | +91.8% |
| YTD | +78.2% | +0.4% | +77.8% | +77.0% |
| 1Y | +96.6% | +3.3% | +93.4% | +87.6% |
| 3Y | +397.0% | +29.0% | +368.0% | +246.8% |
| 5Y | +218.9% | +6.3% | +212.5% | +194.3% |
| All | +1,340.4% | +18.3% | +1,322.1% | +987.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling