+1,348.4%
CRWD vs CF
+279.6%
+1,068.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.6% |
| 7D | -2.3% | -0.9% | -1.4% | -2.3% |
| 30D | -2.1% | +18.1% | -20.1% | -4.9% |
| 3M | +27.5% | +23.4% | +4.2% | +22.4% |
| 6M | +95.8% | +17.1% | +78.7% | +87.8% |
| YTD | +79.2% | +76.2% | +3.0% | +59.1% |
| 1Y | +96.3% | +62.3% | +34.0% | +76.5% |
| 3Y | +399.8% | +71.8% | +328.0% | +337.3% |
| 5Y | +216.7% | +234.6% | -17.8% | +134.5% |
| All | +1,348.4% | +279.6% | +1,068.8% | +960.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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