+1,369.7%
CRWD vs CFG
+177.3%
+1,192.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.4% | +1.5% | -4.0% | -2.8% |
| 30D | +1.5% | -3.8% | +5.4% | +2.5% |
| 3M | +18.5% | +11.5% | +7.1% | +15.4% |
| 6M | +109.1% | +19.2% | +89.9% | +99.4% |
| YTD | +81.8% | +23.7% | +58.1% | +71.7% |
| 1Y | +106.7% | +38.8% | +67.8% | +89.3% |
| 3Y | +428.7% | +178.9% | +249.8% | +308.5% |
| 5Y | +206.4% | +101.8% | +104.6% | +150.4% |
| All | +1,369.7% | +177.3% | +1,192.4% | +973.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling