+80.6%
CRWD vs CFG
+34.2%
+46.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.8% |
| 7D | -9.6% | +1.8% | -11.4% | -9.8% |
| 30D | -11.6% | +3.3% | -14.9% | -11.9% |
| 3M | +14.1% | -9.8% | +23.9% | +15.8% |
| 6M | +105.4% | +5.2% | +100.3% | +106.4% |
| YTD | +105.6% | +16.1% | +89.6% | +103.0% |
| 1Y | +80.6% | +33.7% | +46.9% | +68.5% |
| All | +80.6% | +34.2% | +46.3% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling