+1,333.1%
CRWD vs EWZ
+38.4%
+1,294.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | +2.2% | -0.1% | +2.2% | +2.2% |
| 30D | -7.7% | +8.2% | -15.9% | -10.4% |
| 3M | +28.9% | +13.3% | +15.6% | +23.1% |
| 6M | +91.5% | +3.6% | +87.9% | +87.5% |
| YTD | +77.3% | +21.0% | +56.3% | +63.6% |
| 1Y | +96.3% | +34.7% | +61.6% | +74.0% |
| 3Y | +394.5% | +48.3% | +346.2% | +318.7% |
| 5Y | +213.5% | +60.1% | +153.4% | +151.6% |
| All | +1,333.1% | +38.4% | +1,294.7% | +987.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling