+1,462.8%
CRWD vs CFG
+157.7%
+1,305.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | +4.5% | +3.2% | +1.3% | +3.7% |
| 30D | -9.1% | +5.1% | -14.2% | -10.1% |
| 3M | +0.5% | -11.2% | +11.7% | +3.4% |
| 6M | +61.1% | +9.6% | +51.6% | +57.3% |
| YTD | +93.4% | +15.0% | +78.4% | +85.8% |
| 1Y | +71.1% | +29.9% | +41.2% | +59.4% |
| 3Y | +351.1% | +192.1% | +159.0% | +246.5% |
| 5Y | +218.8% | +62.3% | +156.5% | +171.5% |
| All | +1,462.8% | +157.7% | +1,305.1% | +1,061.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling