+211.9%
CRWD vs F
-16.8%
+228.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.7% | +5.2% |
| 7D | -5.5% | -0.6% | -4.8% | -5.3% |
| 30D | -16.9% | +2.9% | -19.8% | -17.9% |
| 3M | +6.6% | -9.5% | +16.1% | +9.5% |
| 6M | +73.2% | +4.0% | +69.2% | +67.6% |
| YTD | +95.1% | -1.3% | +96.3% | +90.5% |
| 1Y | +69.4% | -1.9% | +71.3% | +65.8% |
| 3Y | +379.3% | +53.5% | +325.8% | +266.3% |
| 5Y | +211.9% | -15.1% | +227.0% | +163.6% |
| All | +211.9% | -16.8% | +228.6% | +163.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling