+1,476.4%
CRWD vs CF
+237.1%
+1,239.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.4% |
| 7D | -5.5% | -0.9% | -4.6% | -5.5% |
| 30D | -16.9% | +6.9% | -23.8% | -17.9% |
| 3M | +6.6% | +4.8% | +1.8% | +5.2% |
| 6M | +73.2% | +4.7% | +68.6% | +70.0% |
| YTD | +95.1% | +56.5% | +38.6% | +76.0% |
| 1Y | +69.4% | +48.4% | +21.0% | +54.2% |
| 3Y | +379.3% | +59.1% | +320.2% | +323.2% |
| 5Y | +211.9% | +109.5% | +102.3% | +152.9% |
| All | +1,476.4% | +237.1% | +1,239.3% | +1,072.2% |
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