+1,325.8%
CRWD vs CFG
+176.1%
+1,149.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.3% |
| 7D | -3.0% | -0.4% | -2.6% | -2.9% |
| 30D | -6.8% | -4.6% | -2.1% | -5.7% |
| 3M | +19.6% | +6.7% | +12.9% | +17.7% |
| 6M | +87.1% | +22.1% | +65.0% | +77.4% |
| YTD | +76.4% | +23.2% | +53.2% | +66.7% |
| 1Y | +90.8% | +40.3% | +50.6% | +74.4% |
| 3Y | +380.0% | +187.9% | +192.1% | +268.5% |
| 5Y | +215.6% | +102.0% | +113.7% | +158.0% |
| All | +1,325.8% | +176.1% | +1,149.7% | +942.2% |
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