+280.2%
EWY vs CRWD
+1,209.0%
-928.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +0.6% |
| 7D | +6.7% | +2.2% | +4.5% | +6.3% |
| 30D | +17.0% | -7.7% | +24.7% | +17.9% |
| 3M | +3.7% | +28.9% | -25.2% | -1.3% |
| 6M | +42.5% | +91.5% | -49.0% | +27.4% |
| YTD | +96.2% | +77.3% | +18.9% | +76.7% |
| 1Y | +160.4% | +96.3% | +64.1% | +130.5% |
| 3Y | +231.7% | +394.5% | -162.8% | +148.6% |
| 5Y | +153.3% | +213.5% | -60.2% | +94.6% |
| All | +280.2% | +1,209.0% | -928.8% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRWD.
Daily Out/Under-Performance
Portfolio return minus CRWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRWD 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 CRWD 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