+1,340.4%
CRWD vs EWJ
+107.4%
+1,233.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.0% |
| 7D | -2.8% | -1.5% | -1.4% | -1.5% |
| 30D | -5.9% | +0.2% | -6.0% | -6.0% |
| 3M | +29.0% | +8.6% | +20.4% | +19.1% |
| 6M | +91.5% | +12.1% | +79.3% | +70.2% |
| YTD | +78.2% | +20.1% | +58.1% | +47.1% |
| 1Y | +96.6% | +25.2% | +71.5% | +55.4% |
| 3Y | +397.0% | +70.8% | +326.3% | +183.3% |
| 5Y | +218.9% | +49.2% | +169.7% | +101.6% |
| All | +1,340.4% | +107.4% | +1,233.0% | +513.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling