+380.0%
CRWD vs TRU
-1.3%
+381.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | -3.0% | -2.7% | -0.3% | -2.0% |
| 30D | -6.8% | -2.0% | -4.7% | -6.3% |
| 3M | +19.6% | +18.4% | +1.1% | +11.2% |
| 6M | +87.1% | +8.9% | +78.2% | +78.8% |
| YTD | +76.4% | -8.9% | +85.4% | +79.3% |
| 1Y | +90.8% | -15.9% | +106.7% | +98.7% |
| 3Y | +380.0% | -1.1% | +381.1% | +389.3% |
| All | +380.0% | -1.3% | +381.3% | +389.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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