+118.0%
CRWD vs TEM
+60.7%
+57.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -2.3% | +3.2% | -5.6% | -2.8% |
| 30D | -2.1% | +23.5% | -25.6% | -5.7% |
| 3M | +27.5% | +32.3% | -4.8% | +21.2% |
| 6M | +95.8% | +23.0% | +72.8% | +86.6% |
| YTD | +79.2% | +8.9% | +70.3% | +73.3% |
| 1Y | +96.3% | -19.9% | +116.1% | +96.9% |
| All | +118.0% | +60.7% | +57.2% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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