+1,325.8%
CRWD vs EWZ
+38.8%
+1,287.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.7% |
| 7D | -3.0% | +0.9% | -3.9% | -3.3% |
| 30D | -6.8% | +12.8% | -19.6% | -10.8% |
| 3M | +19.6% | +10.8% | +8.8% | +15.1% |
| 6M | +87.1% | +2.5% | +84.6% | +83.9% |
| YTD | +76.4% | +21.4% | +55.1% | +62.6% |
| 1Y | +90.8% | +32.8% | +58.0% | +70.0% |
| 3Y | +380.0% | +45.2% | +334.8% | +309.4% |
| 5Y | +215.6% | +63.0% | +152.6% | +151.7% |
| All | +1,325.8% | +38.8% | +1,287.0% | +981.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 10y: compounded portfolio wealth divided by compounded EWZ 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…
10y analysis · Full analysis span regression · 6 months rolling