+1,340.4%
CRWD vs EME
+828.6%
+511.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -2.8% | +0.9% | -3.8% | -3.2% |
| 30D | -5.9% | -8.4% | +2.5% | -3.2% |
| 3M | +29.0% | -3.6% | +32.6% | +29.4% |
| 6M | +91.5% | +3.6% | +87.9% | +85.3% |
| YTD | +78.2% | +22.5% | +55.7% | +61.3% |
| 1Y | +96.6% | +18.2% | +78.4% | +78.3% |
| 3Y | +397.0% | +238.4% | +158.7% | +215.2% |
| 5Y | +218.9% | +550.5% | -331.7% | +65.1% |
| All | +1,340.4% | +828.6% | +511.8% | +540.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling