+80.6%
CRWD vs TAP
+4.4%
+76.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -0.2% |
| 7D | -9.6% | +9.9% | -19.6% | -5.7% |
| 30D | -11.6% | +18.1% | -29.7% | -5.0% |
| 3M | +14.1% | +3.2% | +10.9% | +16.8% |
| 6M | +105.4% | +8.4% | +97.0% | +116.1% |
| YTD | +105.6% | -4.4% | +110.1% | +108.9% |
| 1Y | +80.6% | +3.2% | +77.3% | +83.9% |
| All | +80.6% | +4.4% | +76.2% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling