+1,333.1%
CRWD vs TECK
+246.3%
+1,086.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.6% |
| 7D | +2.2% | +4.9% | -2.7% | +1.2% |
| 30D | -7.7% | +5.2% | -12.9% | -8.8% |
| 3M | +28.9% | +13.8% | +15.1% | +25.1% |
| 6M | +91.5% | +38.5% | +53.0% | +77.7% |
| YTD | +77.3% | +47.3% | +30.0% | +61.6% |
| 1Y | +96.3% | +81.0% | +15.3% | +71.2% |
| 3Y | +394.5% | +79.9% | +314.6% | +324.2% |
| 5Y | +213.5% | +207.9% | +5.6% | +145.6% |
| All | +1,333.1% | +246.3% | +1,086.9% | +895.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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