+1,333.1%
CRWD vs TW
+150.9%
+1,182.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +2.2% | -0.5% | +2.7% | +2.4% |
| 30D | -7.7% | -0.6% | -7.1% | -7.4% |
| 3M | +28.9% | +3.4% | +25.5% | +25.1% |
| 6M | +91.5% | -18.4% | +109.9% | +109.3% |
| YTD | +77.3% | -3.9% | +81.2% | +75.9% |
| 1Y | +96.3% | -13.3% | +109.6% | +104.7% |
| 3Y | +394.5% | +20.8% | +373.7% | +307.6% |
| 5Y | +213.5% | +20.3% | +193.2% | +154.4% |
| All | +1,333.1% | +150.9% | +1,182.2% | +592.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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