+364.5%
CRWD vs CF
+57.7%
+306.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -13.4% | -3.2% | -10.2% | -13.2% |
| 30D | -18.3% | +4.3% | -22.6% | -18.4% |
| 3M | +4.6% | +2.8% | +1.8% | +4.2% |
| 6M | +85.4% | +0.6% | +84.7% | +84.3% |
| YTD | +85.1% | +56.6% | +28.5% | +74.2% |
| 1Y | +62.9% | +49.6% | +13.3% | +54.2% |
| 3Y | +364.5% | +61.5% | +303.0% | +333.2% |
| All | +364.5% | +57.7% | +306.8% | +333.2% |
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 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