+1,333.1%
CRWD vs EWT
+408.8%
+924.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +2.2% | +2.1% | 0.0% | +0.4% |
| 30D | -7.7% | +9.4% | -17.1% | -14.3% |
| 3M | +28.9% | +10.9% | +18.0% | +16.3% |
| 6M | +91.5% | +57.9% | +33.5% | +24.1% |
| YTD | +77.3% | +75.9% | +1.4% | +3.0% |
| 1Y | +96.3% | +89.7% | +6.6% | +6.2% |
| 3Y | +394.5% | +200.9% | +193.6% | +69.0% |
| 5Y | +213.5% | +154.5% | +59.0% | +26.6% |
| All | +1,333.1% | +408.8% | +924.3% | +167.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling