+1,325.8%
CRWD vs EMR
+182.8%
+1,143.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -2.0% |
| 7D | -3.0% | -0.4% | -2.6% | -2.9% |
| 30D | -6.8% | -6.8% | 0.0% | -4.4% |
| 3M | +19.6% | +7.5% | +12.1% | +16.2% |
| 6M | +87.1% | +9.9% | +77.2% | +78.6% |
| YTD | +76.4% | +16.0% | +60.4% | +64.3% |
| 1Y | +90.8% | +12.4% | +78.4% | +79.5% |
| 3Y | +380.0% | +60.2% | +319.7% | +295.4% |
| 5Y | +215.6% | +67.9% | +147.8% | +152.1% |
| All | +1,325.8% | +182.8% | +1,143.0% | +863.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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