+96.3%
CRWD vs TPR
+9.9%
+86.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -1.5% |
| 7D | +2.2% | -7.3% | +9.5% | +1.2% |
| 30D | -7.7% | -30.7% | +23.0% | -10.4% |
| 3M | +28.9% | -21.6% | +50.5% | +26.5% |
| 6M | +91.5% | -21.3% | +112.8% | +87.0% |
| YTD | +77.3% | -10.2% | +87.5% | +73.2% |
| 1Y | +96.3% | +9.5% | +86.8% | +76.9% |
| All | +96.3% | +9.9% | +86.4% | +76.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling