+382.4%
CRWD vs TXT
+5.5%
+376.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +2.2% | +0.8% | +1.3% | +1.9% |
| 30D | -7.7% | -10.4% | +2.7% | -4.9% |
| 3M | +28.9% | -14.3% | +43.2% | +34.0% |
| 6M | +91.5% | -15.1% | +106.6% | +98.8% |
| YTD | +77.3% | -8.3% | +85.6% | +77.6% |
| 1Y | +96.3% | -0.7% | +97.0% | +90.0% |
| All | +382.4% | +5.5% | +376.9% | +340.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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