+72.9%
T vs CRWD
+1,215.7%
-1,142.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -2.4% | -2.8% | +0.4% | -2.4% |
| 30D | +4.3% | -5.9% | +10.2% | +4.3% |
| 3M | +11.6% | +29.0% | -17.4% | +11.4% |
| 6M | -5.6% | +91.5% | -97.1% | -5.9% |
| YTD | +6.6% | +78.2% | -71.7% | +6.3% |
| 1Y | -8.4% | +96.6% | -105.0% | -8.8% |
| 3Y | +107.8% | +397.0% | -289.2% | +100.5% |
| 5Y | +68.3% | +218.9% | -150.6% | +62.3% |
| All | +72.9% | +1,215.7% | -1,142.8% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRWD.
Daily Out/Under-Performance
Portfolio return minus CRWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRWD 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 10y: compounded portfolio wealth divided by compounded CRWD 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…
10y analysis · Full analysis span regression · 6 months rolling