+455.2%
CRWD vs TLN
+602.5%
-147.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.1% |
| 7D | -2.3% | +10.9% | -13.3% | -4.9% |
| 30D | -2.1% | -6.3% | +4.3% | -0.8% |
| 3M | +27.5% | -10.7% | +38.2% | +29.5% |
| 6M | +95.8% | +1.6% | +94.2% | +89.0% |
| YTD | +79.2% | -13.1% | +92.3% | +78.6% |
| 1Y | +96.3% | -15.1% | +111.3% | +95.9% |
| 3Y | +399.8% | +495.0% | -95.2% | +182.6% |
| All | +455.2% | +602.5% | -147.3% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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