+1,348.4%
CRWD vs FAST
+265.7%
+1,082.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -2.3% | +1.3% | -3.6% | -2.8% |
| 30D | -2.1% | -4.7% | +2.7% | +0.2% |
| 3M | +27.5% | +7.9% | +19.6% | +23.1% |
| 6M | +95.8% | +7.4% | +88.4% | +87.4% |
| YTD | +79.2% | +25.1% | +54.1% | +59.0% |
| 1Y | +96.3% | +4.7% | +91.6% | +88.9% |
| 3Y | +399.8% | +94.7% | +305.1% | +243.5% |
| 5Y | +216.7% | +106.8% | +110.0% | +111.2% |
| All | +1,348.4% | +265.7% | +1,082.7% | +698.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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