+213.5%
CRWD vs TAP
-0.5%
+214.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -1.1% |
| 7D | +2.2% | -5.1% | +7.2% | +1.7% |
| 30D | -7.7% | -8.4% | +0.7% | -8.2% |
| 3M | +28.9% | -3.9% | +32.8% | +28.7% |
| 6M | +91.5% | -14.4% | +105.8% | +90.7% |
| YTD | +77.3% | -14.7% | +92.1% | +76.4% |
| 1Y | +96.3% | -18.7% | +114.9% | +95.5% |
| 3Y | +394.5% | -32.6% | +427.1% | +393.9% |
| 5Y | +213.5% | -1.4% | +214.9% | +233.0% |
| All | +213.5% | -0.5% | +214.0% | +233.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling