+1,476.4%
CRWD vs FAST
+306.2%
+1,170.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.0% | +2.4% | +4.1% |
| 7D | -5.5% | +3.8% | -9.3% | -7.0% |
| 30D | -16.9% | +8.1% | -25.0% | -19.8% |
| 3M | +6.6% | +5.8% | +0.8% | +4.0% |
| 6M | +73.2% | +24.9% | +48.4% | +56.3% |
| YTD | +95.1% | +38.9% | +56.1% | +65.0% |
| 1Y | +69.4% | +36.5% | +32.9% | +44.3% |
| 3Y | +379.3% | +98.1% | +281.2% | +229.4% |
| 5Y | +211.9% | +109.3% | +102.6% | +105.4% |
| All | +1,476.4% | +306.2% | +1,170.2% | +728.5% |
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