+1,462.8%
CRWD vs CF
+253.5%
+1,209.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.4% |
| 7D | +4.5% | +4.8% | -0.3% | +3.7% |
| 30D | -9.1% | +4.7% | -13.8% | -9.9% |
| 3M | +0.5% | +7.4% | -6.9% | -1.2% |
| 6M | +61.1% | +0.6% | +60.5% | +59.5% |
| YTD | +93.4% | +64.1% | +29.3% | +73.2% |
| 1Y | +71.1% | +51.4% | +19.7% | +55.4% |
| 3Y | +351.1% | +67.8% | +283.3% | +294.9% |
| 5Y | +218.8% | +114.1% | +104.7% | +158.1% |
| All | +1,462.8% | +253.5% | +1,209.3% | +1,053.7% |
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