+1,369.7%
CRWD vs EMB
+19.6%
+1,350.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +1.5% | -0.3% | +1.8% | +2.0% |
| 3M | +18.5% | -0.4% | +19.0% | +19.5% |
| 6M | +109.1% | +0.1% | +109.0% | +108.9% |
| YTD | +81.8% | +1.6% | +80.3% | +77.7% |
| 1Y | +106.7% | +5.6% | +101.0% | +90.8% |
| 3Y | +428.7% | +29.8% | +398.9% | +265.4% |
| 5Y | +206.4% | +7.3% | +199.1% | +179.2% |
| All | +1,369.7% | +19.6% | +1,350.0% | +991.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling