+380.0%
CRWD vs EMR
+62.0%
+317.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -2.2% |
| 7D | -3.0% | -0.4% | -2.6% | -2.8% |
| 30D | -6.8% | -6.8% | 0.0% | -3.7% |
| 3M | +19.6% | +7.5% | +12.1% | +15.1% |
| 6M | +87.1% | +9.9% | +77.2% | +75.6% |
| YTD | +76.4% | +16.0% | +60.4% | +58.9% |
| 1Y | +90.8% | +12.4% | +78.4% | +74.5% |
| 3Y | +380.0% | +60.2% | +319.7% | +264.3% |
| All | +380.0% | +62.0% | +317.9% | +264.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling