-23.8%
TLT vs CRWD
+1,348.0%
-1,371.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.5% |
| 7D | -2.7% | +5.8% | -8.5% | -2.7% |
| 30D | +2.2% | -12.0% | +14.1% | +2.3% |
| 3M | -1.7% | +3.6% | -5.4% | -1.8% |
| 6M | -4.0% | +68.3% | -72.3% | -4.6% |
| YTD | -4.9% | +96.2% | -101.1% | -5.7% |
| 1Y | -7.4% | +68.4% | -75.8% | -8.0% |
| 3Y | +3.0% | +368.4% | -365.3% | +0.8% |
| 5Y | -35.1% | +223.4% | -258.5% | -36.5% |
| All | -23.8% | +1,348.0% | -1,371.8% | -23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling