+407.1%
CRWD vs CF
+75.1%
+332.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.7% |
| 7D | -2.4% | +6.0% | -8.4% | -2.9% |
| 30D | +1.5% | +14.8% | -13.3% | +0.4% |
| 3M | +18.5% | +14.1% | +4.5% | +17.1% |
| 6M | +109.1% | +28.5% | +80.6% | +101.6% |
| YTD | +81.8% | +74.9% | +6.9% | +69.4% |
| 1Y | +106.7% | +61.7% | +45.0% | +94.2% |
| All | +407.1% | +75.1% | +332.0% | +370.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling