+225.5%
CRWD vs TDY
+39.0%
+186.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.8% |
| 7D | -3.0% | -1.1% | -1.9% | -2.3% |
| 30D | -6.8% | -12.0% | +5.3% | +1.0% |
| 3M | +19.6% | -3.2% | +22.8% | +21.7% |
| 6M | +87.1% | -7.9% | +95.0% | +95.5% |
| YTD | +76.4% | +18.2% | +58.2% | +53.0% |
| 1Y | +90.8% | +6.7% | +84.2% | +77.6% |
| 3Y | +380.0% | +47.5% | +332.4% | +245.6% |
| All | +225.5% | +39.0% | +186.5% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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