+96.3%
CRWD vs F
+20.6%
+75.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.9% | -0.6% |
| 7D | +2.2% | -4.9% | +7.0% | +2.8% |
| 30D | -7.7% | -2.9% | -4.8% | -7.3% |
| 3M | +28.9% | -9.1% | +37.9% | +30.2% |
| 6M | +91.5% | +12.9% | +78.5% | +88.6% |
| YTD | +77.3% | +6.1% | +71.3% | +75.3% |
| 1Y | +96.3% | +22.5% | +73.7% | +87.9% |
| All | +96.3% | +20.6% | +75.6% | +87.9% |
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