+1,333.1%
CRWD vs TRU
+14.0%
+1,319.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.7% |
| 7D | +2.2% | -6.5% | +8.6% | +5.3% |
| 30D | -7.7% | -2.5% | -5.2% | -6.9% |
| 3M | +28.9% | +10.4% | +18.5% | +21.3% |
| 6M | +91.5% | +1.6% | +89.8% | +86.5% |
| YTD | +77.3% | -9.7% | +87.0% | +81.6% |
| 1Y | +96.3% | -17.3% | +113.5% | +107.7% |
| 3Y | +394.5% | -1.8% | +396.3% | +355.7% |
| 5Y | +213.5% | -36.2% | +249.7% | +248.0% |
| All | +1,333.1% | +14.0% | +1,319.1% | +965.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling