+256.7%
CRWD vs TPR
+230.3%
+26.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | +4.5% | -0.3% | +4.8% | +4.6% |
| 30D | -9.1% | +15.1% | -24.2% | -13.5% |
| 3M | +0.5% | +3.5% | -3.0% | -1.7% |
| 6M | +61.1% | +0.4% | +60.7% | +56.7% |
| YTD | +93.4% | +4.6% | +88.8% | +79.4% |
| 1Y | +71.1% | +33.1% | +38.0% | +42.5% |
| 3Y | +351.1% | +396.0% | -44.9% | +90.9% |
| All | +256.7% | +230.3% | +26.4% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling