+1,462.8%
CRWD vs EMB
+16.5%
+1,446.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.1% |
| 7D | +4.5% | -0.9% | +5.4% | +5.9% |
| 30D | -9.1% | +0.4% | -9.5% | -9.5% |
| 3M | +0.5% | -3.1% | +3.6% | +5.1% |
| 6M | +61.1% | -2.1% | +63.2% | +66.4% |
| YTD | +93.4% | -1.1% | +94.5% | +96.3% |
| 1Y | +71.1% | -0.1% | +71.1% | +71.1% |
| 3Y | +351.1% | +29.6% | +321.5% | +212.6% |
| 5Y | +218.8% | +7.2% | +211.6% | +190.9% |
| All | +1,462.8% | +16.5% | +1,446.4% | +1,106.2% |
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