+1,348.4%
CRWD vs EMR
+182.7%
+1,165.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -2.3% | +3.1% | -5.4% | -3.4% |
| 30D | -2.1% | -3.5% | +1.5% | -0.8% |
| 3M | +27.5% | +9.8% | +17.7% | +22.9% |
| 6M | +95.8% | +10.8% | +85.0% | +86.4% |
| YTD | +79.2% | +15.9% | +63.3% | +67.0% |
| 1Y | +96.3% | +16.4% | +79.8% | +82.2% |
| 3Y | +399.8% | +62.1% | +337.7% | +310.4% |
| 5Y | +216.7% | +62.9% | +153.8% | +154.5% |
| All | +1,348.4% | +182.7% | +1,165.7% | +878.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling