+225.5%
CRWD vs EWT
+149.5%
+76.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -2.5% |
| 7D | -3.0% | -1.1% | -1.9% | -2.2% |
| 30D | -6.8% | +4.5% | -11.2% | -10.1% |
| 3M | +19.6% | +8.3% | +11.3% | +10.1% |
| 6M | +87.1% | +54.2% | +32.8% | +23.1% |
| YTD | +76.4% | +74.6% | +1.8% | +1.8% |
| 1Y | +90.8% | +84.9% | +5.9% | +3.9% |
| 3Y | +380.0% | +197.5% | +182.4% | +52.6% |
| All | +225.5% | +149.5% | +76.1% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling