+1,325.8%
CRWD vs TEVA
+310.7%
+1,015.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.1% | -1.4% |
| 7D | -3.0% | +2.0% | -5.0% | -3.4% |
| 30D | -6.8% | +1.0% | -7.7% | -7.1% |
| 3M | +19.6% | +7.3% | +12.3% | +17.3% |
| 6M | +87.1% | +21.7% | +65.4% | +77.6% |
| YTD | +76.4% | +18.8% | +57.6% | +68.0% |
| 1Y | +90.8% | +86.5% | +4.3% | +63.0% |
| 3Y | +380.0% | +269.4% | +110.6% | +231.1% |
| 5Y | +215.6% | +303.6% | -88.0% | +104.7% |
| All | +1,325.8% | +310.7% | +1,015.1% | +777.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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