+351.1%
CRWD vs CFG
+191.5%
+159.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | +4.5% | +3.2% | +1.3% | +3.4% |
| 30D | -9.1% | +5.1% | -14.2% | -10.6% |
| 3M | +0.5% | -11.2% | +11.7% | +4.7% |
| 6M | +61.1% | +9.6% | +51.6% | +55.6% |
| YTD | +93.4% | +15.0% | +78.4% | +81.9% |
| 1Y | +71.1% | +29.9% | +41.2% | +53.0% |
| 3Y | +351.1% | +192.1% | +159.0% | +226.4% |
| All | +351.1% | +191.5% | +159.5% | +226.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling