+384.9%
CRWD vs FCEL
-63.4%
+448.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.4% | +0.9% |
| 7D | -2.8% | +6.3% | -9.1% | -3.4% |
| 30D | -5.9% | -18.8% | +12.9% | -4.8% |
| 3M | +29.0% | -3.8% | +32.8% | +27.6% |
| 6M | +91.5% | +121.1% | -29.7% | +76.7% |
| YTD | +78.2% | +113.3% | -35.0% | +64.0% |
| 1Y | +96.6% | +173.5% | -76.9% | +76.3% |
| All | +384.9% | -63.4% | +448.3% | +367.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 3y: compounded portfolio wealth divided by compounded FCEL 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…
3y analysis · Full analysis span regression · 6 months rolling