+1,340.4%
CRWD vs TRI
+69.0%
+1,271.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.2% |
| 7D | -2.8% | -14.4% | +11.5% | +4.6% |
| 30D | -5.9% | -8.1% | +2.2% | -2.2% |
| 3M | +29.0% | +17.5% | +11.4% | +15.1% |
| 6M | +91.5% | -5.0% | +96.4% | +90.1% |
| YTD | +78.2% | -24.7% | +102.9% | +101.0% |
| 1Y | +96.6% | -41.5% | +138.1% | +157.7% |
| 3Y | +397.0% | -20.3% | +417.4% | +395.2% |
| 5Y | +218.9% | -10.9% | +229.8% | +184.9% |
| All | +1,340.4% | +69.0% | +1,271.4% | +765.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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