+64.0%
CRWD vs FAST
+36.2%
+27.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.0% | +2.4% | +5.3% |
| 7D | -5.5% | +3.8% | -9.3% | -5.6% |
| 30D | -16.9% | +8.1% | -25.0% | -17.1% |
| 3M | +6.6% | +5.8% | +0.8% | +5.8% |
| 6M | +73.2% | +24.9% | +48.4% | +75.9% |
| YTD | +95.1% | +38.9% | +56.1% | +99.7% |
| All | +64.0% | +36.2% | +27.8% | +67.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling