+1,479.7%
CRWD vs TPR
+433.0%
+1,046.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.1% | +1.9% |
| 7D | -5.0% | +6.4% | -11.4% | -6.6% |
| 30D | -12.9% | +13.8% | -26.7% | -16.0% |
| 3M | +3.2% | -16.6% | +19.9% | +6.6% |
| 6M | +69.0% | +0.7% | +68.3% | +65.5% |
| YTD | +95.5% | +5.3% | +90.1% | +85.7% |
| 1Y | +64.6% | +32.4% | +32.2% | +46.2% |
| 3Y | +366.7% | +406.4% | -39.7% | +178.8% |
| 5Y | +226.2% | +227.9% | -1.8% | +111.4% |
| All | +1,479.7% | +433.0% | +1,046.8% | +772.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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