+1,340.4%
CRWD vs TER
+717.3%
+623.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.7% |
| 7D | -2.8% | +9.4% | -12.2% | -5.9% |
| 30D | -5.9% | -2.4% | -3.4% | -5.6% |
| 3M | +29.0% | +6.5% | +22.4% | +21.0% |
| 6M | +91.5% | +23.2% | +68.3% | +61.8% |
| YTD | +78.2% | +91.5% | -13.3% | +22.1% |
| 1Y | +96.6% | +214.8% | -118.2% | +5.6% |
| 3Y | +397.0% | +275.3% | +121.7% | +123.1% |
| 5Y | +218.9% | +211.9% | +7.0% | +49.8% |
| All | +1,340.4% | +717.3% | +623.1% | +325.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 10y: compounded portfolio wealth divided by compounded TER 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…
10y analysis · Full analysis span regression · 6 months rolling