+382.4%
CRWD vs TAP
-33.0%
+415.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -1.2% |
| 7D | +2.2% | -5.1% | +7.2% | +1.4% |
| 30D | -7.7% | -8.4% | +0.7% | -8.7% |
| 3M | +28.9% | -3.9% | +32.8% | +28.5% |
| 6M | +91.5% | -14.4% | +105.8% | +89.8% |
| YTD | +77.3% | -14.7% | +92.1% | +75.6% |
| 1Y | +96.3% | -18.7% | +114.9% | +94.7% |
| All | +382.4% | -33.0% | +415.5% | +385.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling