+80.6%
CRWD vs EME
-3.1%
+83.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.6% | +8.1% | -0.2% |
| 7D | -9.6% | -5.8% | -3.8% | -9.0% |
| 30D | -11.6% | -17.9% | +6.3% | -9.2% |
| 3M | +14.1% | -22.0% | +36.1% | +17.7% |
| 6M | +105.4% | -29.7% | +135.1% | +109.9% |
| YTD | +105.6% | +4.7% | +100.9% | +90.5% |
| 1Y | +80.6% | -2.1% | +82.7% | +73.4% |
| All | +80.6% | -3.1% | +83.6% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling