-24.1%
TLT vs CRWD
+1,327.5%
-1,351.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | -3.1% | +4.5% | -7.6% | -3.1% |
| 30D | +1.0% | -9.1% | +10.1% | +1.1% |
| 3M | -2.7% | +0.5% | -3.2% | -2.8% |
| 6M | -4.1% | +61.1% | -65.3% | -4.7% |
| YTD | -5.4% | +93.4% | -98.7% | -6.1% |
| 1Y | -7.0% | +71.1% | -78.1% | -7.7% |
| 3Y | +2.8% | +351.1% | -348.2% | +0.6% |
| 5Y | -35.4% | +218.8% | -254.2% | -36.7% |
| All | -24.1% | +1,327.5% | -1,351.6% | -24.3% |
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