+225.5%
CRWD vs EME
+575.5%
-350.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -2.8% |
| 7D | -3.0% | +3.5% | -6.5% | -4.4% |
| 30D | -6.8% | -6.3% | -0.5% | -4.4% |
| 3M | +19.6% | -3.8% | +23.3% | +20.0% |
| 6M | +87.1% | +8.5% | +78.6% | +75.2% |
| YTD | +76.4% | +27.8% | +48.6% | +50.8% |
| 1Y | +90.8% | +22.2% | +68.6% | +63.3% |
| 3Y | +380.0% | +253.5% | +126.5% | +130.6% |
| All | +225.5% | +575.5% | -350.0% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling