+399.8%
CRWD vs F
+41.2%
+358.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.7% |
| 7D | -2.3% | +1.2% | -3.5% | -2.6% |
| 30D | -2.1% | +1.2% | -3.3% | -2.3% |
| 3M | +27.5% | -5.7% | +33.2% | +28.6% |
| 6M | +95.8% | +17.9% | +77.9% | +88.5% |
| YTD | +79.2% | +10.4% | +68.8% | +74.2% |
| 1Y | +96.3% | +25.3% | +70.9% | +85.0% |
| 3Y | +399.8% | +37.5% | +362.3% | +340.6% |
| All | +399.8% | +41.2% | +358.5% | +340.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling