+80.6%
CRWD vs EWT
+54.0%
+26.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | -9.6% | -10.9% | +1.3% | -5.4% |
| 30D | -11.6% | -17.7% | +6.1% | -4.9% |
| 3M | +14.1% | -5.0% | +19.1% | +16.1% |
| 6M | +105.4% | +7.4% | +98.1% | +97.8% |
| YTD | +105.6% | +52.8% | +52.8% | +61.2% |
| 1Y | +80.6% | +55.2% | +25.4% | +39.2% |
| All | +80.6% | +54.0% | +26.6% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling