+213.5%
CRWD vs CFG
+99.7%
+113.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | +2.2% | -0.6% | +2.7% | +2.4% |
| 30D | -7.7% | -4.5% | -3.2% | -6.2% |
| 3M | +28.9% | +6.3% | +22.6% | +26.0% |
| 6M | +91.5% | +20.6% | +70.9% | +77.8% |
| YTD | +77.3% | +21.2% | +56.1% | +63.9% |
| 1Y | +96.3% | +38.2% | +58.1% | +72.3% |
| 3Y | +394.5% | +185.9% | +208.6% | +228.6% |
| 5Y | +213.5% | +97.0% | +116.5% | +144.1% |
| All | +213.5% | +99.7% | +113.8% | +144.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling