+225.5%
CRWD vs TRU
-35.6%
+261.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.5% |
| 7D | -3.0% | -2.7% | -0.3% | -1.7% |
| 30D | -6.8% | -2.0% | -4.7% | -6.2% |
| 3M | +19.6% | +18.4% | +1.1% | +8.2% |
| 6M | +87.1% | +8.9% | +78.2% | +75.7% |
| YTD | +76.4% | -8.9% | +85.4% | +80.1% |
| 1Y | +90.8% | -15.9% | +106.7% | +101.3% |
| 3Y | +380.0% | -1.1% | +381.1% | +341.9% |
| All | +225.5% | -35.6% | +261.1% | +312.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling