+399.8%
CRWD vs TPR
+292.6%
+107.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -0.8% |
| 7D | -2.3% | -3.4% | +1.0% | -1.8% |
| 30D | -2.1% | -27.3% | +25.3% | +3.4% |
| 3M | +27.5% | -16.2% | +43.8% | +30.4% |
| 6M | +95.8% | -17.9% | +113.7% | +98.8% |
| YTD | +79.2% | -7.1% | +86.3% | +74.3% |
| 1Y | +96.3% | +13.6% | +82.6% | +77.5% |
| 3Y | +399.8% | +293.7% | +106.0% | +232.9% |
| All | +399.8% | +292.6% | +107.1% | +232.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling