+380.0%
CRWD vs FANG
+45.3%
+334.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -3.0% | +2.9% | -5.9% | -3.6% |
| 30D | -6.8% | +2.6% | -9.4% | -7.4% |
| 3M | +19.6% | +7.6% | +12.0% | +17.0% |
| 6M | +87.1% | +17.3% | +69.8% | +77.6% |
| YTD | +76.4% | +38.7% | +37.7% | +58.9% |
| 1Y | +90.8% | +51.6% | +39.2% | +66.1% |
| 3Y | +380.0% | +50.0% | +330.0% | +331.3% |
| All | +380.0% | +45.3% | +334.7% | +331.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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