+1,369.7%
CRWD vs TAP
-9.3%
+1,379.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.4% | -2.3% | -0.1% | -2.5% |
| 30D | +1.5% | -2.1% | +3.7% | +1.5% |
| 3M | +18.5% | +6.6% | +11.9% | +18.8% |
| 6M | +109.1% | -11.5% | +120.6% | +109.1% |
| YTD | +81.8% | -10.3% | +92.1% | +81.8% |
| 1Y | +106.7% | -14.4% | +121.1% | +106.8% |
| 3Y | +428.7% | -28.3% | +457.0% | +429.8% |
| 5Y | +206.4% | +1.7% | +204.7% | +207.5% |
| All | +1,369.7% | -9.3% | +1,379.0% | +1,495.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling