+216.1%
CRWD vs CF
+227.0%
-10.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.5% |
| 7D | -2.4% | +6.0% | -8.4% | -3.3% |
| 30D | +1.5% | +14.8% | -13.3% | -0.5% |
| 3M | +18.5% | +14.1% | +4.5% | +16.0% |
| 6M | +109.1% | +28.5% | +80.6% | +98.5% |
| YTD | +81.8% | +74.9% | +6.9% | +64.1% |
| 1Y | +106.7% | +61.7% | +45.0% | +88.5% |
| 3Y | +428.7% | +80.3% | +348.4% | +365.4% |
| All | +216.1% | +227.0% | -10.9% | +134.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling