+1,368.7%
CRWD vs TE
-48.3%
+1,416.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.0% | -11.4% | -2.7% |
| 7D | -2.3% | +18.2% | -20.6% | -4.5% |
| 30D | -2.1% | -13.5% | +11.5% | -0.6% |
| 3M | +27.5% | -44.6% | +72.1% | +34.8% |
| 6M | +95.8% | -24.7% | +120.5% | +94.2% |
| YTD | +79.2% | -24.3% | +103.5% | +74.9% |
| 1Y | +96.3% | +155.6% | -59.3% | +55.1% |
| 3Y | +399.8% | -18.3% | +418.0% | +335.0% |
| 5Y | +216.7% | -41.3% | +258.0% | +178.6% |
| All | +1,368.7% | -48.3% | +1,416.9% | +1,071.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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