+399.8%
CRWD vs CFG
+193.0%
+206.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | -2.3% | +2.7% | -5.0% | -3.3% |
| 30D | -2.1% | -3.7% | +1.6% | -0.7% |
| 3M | +27.5% | +9.5% | +18.0% | +23.5% |
| 6M | +95.8% | +22.2% | +73.6% | +80.9% |
| YTD | +79.2% | +22.3% | +56.9% | +65.2% |
| 1Y | +96.3% | +39.4% | +56.8% | +71.4% |
| 3Y | +399.8% | +188.5% | +211.3% | +246.3% |
| All | +399.8% | +193.0% | +206.8% | +246.3% |
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