+1,333.1%
CRWD vs F
+94.4%
+1,238.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.9% | -0.1% |
| 7D | +2.2% | -4.9% | +7.0% | +3.4% |
| 30D | -7.7% | -2.9% | -4.8% | -7.2% |
| 3M | +28.9% | -9.1% | +37.9% | +31.5% |
| 6M | +91.5% | +12.9% | +78.5% | +83.5% |
| YTD | +77.3% | +6.1% | +71.3% | +72.1% |
| 1Y | +96.3% | +22.5% | +73.7% | +82.5% |
| 3Y | +394.5% | +32.1% | +362.4% | +336.8% |
| 5Y | +213.5% | +43.7% | +169.7% | +170.6% |
| All | +1,333.1% | +94.4% | +1,238.7% | +866.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling