+225.5%
CRWD vs EWJ
+50.5%
+175.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -3.2% |
| 7D | -3.0% | +0.3% | -3.3% | -3.3% |
| 30D | -6.8% | +0.8% | -7.6% | -7.5% |
| 3M | +19.6% | +7.5% | +12.1% | +10.7% |
| 6M | +87.1% | +15.6% | +71.5% | +59.7% |
| YTD | +76.4% | +22.7% | +53.7% | +39.8% |
| 1Y | +90.8% | +26.4% | +64.4% | +45.8% |
| 3Y | +380.0% | +72.5% | +307.5% | +146.4% |
| All | +225.5% | +50.5% | +175.0% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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