+1,369.7%
CRWD vs FAST
+267.3%
+1,102.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -1.2% |
| 7D | -2.4% | -0.4% | -2.1% | -2.2% |
| 30D | +1.5% | -0.8% | +2.3% | +2.0% |
| 3M | +18.5% | +5.8% | +12.8% | +15.5% |
| 6M | +109.1% | +8.0% | +101.1% | +99.7% |
| YTD | +81.8% | +25.6% | +56.2% | +61.0% |
| 1Y | +106.7% | +0.8% | +105.9% | +102.6% |
| 3Y | +428.7% | +86.1% | +342.6% | +271.9% |
| 5Y | +206.4% | +100.2% | +106.2% | +106.7% |
| All | +1,369.7% | +267.3% | +1,102.3% | +708.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling