+206.6%
CRWD vs FAST
+103.6%
+103.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -13.4% | +2.1% | -15.5% | -14.3% |
| 30D | -18.3% | +6.9% | -25.2% | -21.1% |
| 3M | +4.6% | +4.8% | -0.3% | +2.2% |
| 6M | +85.4% | +19.8% | +65.6% | +68.7% |
| YTD | +85.1% | +34.9% | +50.2% | +54.8% |
| 1Y | +62.9% | +32.8% | +30.1% | +37.3% |
| 3Y | +364.5% | +93.7% | +270.8% | +187.0% |
| All | +206.6% | +103.6% | +103.1% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling