+1,348.4%
CRWD vs TXT
+65.8%
+1,282.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -2.1% | -11.1% | +9.0% | +1.0% |
| 3M | +27.5% | -13.0% | +40.5% | +32.0% |
| 6M | +95.8% | -16.2% | +112.0% | +103.9% |
| YTD | +79.2% | -8.7% | +87.9% | +81.3% |
| 1Y | +96.3% | -3.8% | +100.0% | +95.3% |
| 3Y | +399.8% | +5.5% | +394.3% | +378.2% |
| 5Y | +216.7% | +12.3% | +204.4% | +196.9% |
| All | +1,348.4% | +65.8% | +1,282.6% | +1,156.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling