-22.5%
TLT vs CRWD
+1,209.0%
-1,231.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | -0.3% | +2.2% | -2.4% | -0.3% |
| 30D | 0.0% | -7.7% | +7.7% | 0.0% |
| 3M | -2.9% | +28.9% | -31.8% | -3.2% |
| 6M | -6.3% | +91.5% | -97.7% | -7.0% |
| YTD | -3.3% | +77.3% | -80.7% | -4.0% |
| 1Y | -4.2% | +96.3% | -100.5% | -5.0% |
| 3Y | -1.7% | +394.5% | -396.2% | -3.9% |
| 5Y | -34.9% | +213.5% | -248.4% | -36.2% |
| All | -22.5% | +1,209.0% | -1,231.5% | -22.6% |
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