+1,485.3%
CRWD vs TER
+482.3%
+1,003.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.6% |
| 7D | +5.8% | +24.0% | -18.1% | -1.6% |
| 30D | -12.0% | -30.6% | +18.6% | -1.5% |
| 3M | +3.6% | -34.5% | +38.1% | +16.2% |
| 6M | +68.3% | -26.4% | +94.7% | +73.2% |
| YTD | +96.2% | +36.4% | +59.7% | +47.1% |
| 1Y | +68.4% | +47.4% | +21.0% | +21.7% |
| 3Y | +368.4% | +202.6% | +165.8% | +116.4% |
| 5Y | +223.4% | +83.9% | +139.5% | +82.0% |
| All | +1,485.3% | +482.3% | +1,003.0% | +413.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling