+80.6%
CRWD vs F
+2.7%
+77.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -1.6% |
| 7D | -9.6% | +6.0% | -15.6% | -9.9% |
| 30D | -11.6% | +4.3% | -15.9% | -11.8% |
| 3M | +14.1% | -10.1% | +24.2% | +15.6% |
| 6M | +105.4% | +12.8% | +92.7% | +104.4% |
| YTD | +105.6% | -0.1% | +105.7% | +102.6% |
| 1Y | +80.6% | +3.7% | +76.9% | +77.4% |
| All | +80.6% | +2.7% | +77.8% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 1y: compounded portfolio wealth divided by compounded F 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…
1y analysis · Full analysis span regression · 6 months rolling