+1,340.4%
CRWD vs TAP
-13.9%
+1,354.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -2.8% | -5.3% | +2.4% | -3.0% |
| 30D | -5.9% | -7.4% | +1.5% | -6.1% |
| 3M | +29.0% | -4.9% | +33.9% | +28.8% |
| 6M | +91.5% | -14.2% | +105.7% | +91.2% |
| YTD | +78.2% | -14.8% | +93.1% | +77.9% |
| 1Y | +96.6% | -18.1% | +114.7% | +96.3% |
| 3Y | +397.0% | -32.7% | +429.7% | +397.2% |
| 5Y | +218.9% | -0.5% | +219.3% | +219.3% |
| All | +1,340.4% | -13.9% | +1,354.3% | +1,461.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling