+1,333.1%
CRWD vs FCEL
+78.2%
+1,254.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.7% | +5.6% | -0.5% |
| 7D | +2.2% | +15.1% | -12.9% | +0.7% |
| 30D | -7.7% | -16.4% | +8.7% | -6.7% |
| 3M | +28.9% | -5.3% | +34.1% | +26.7% |
| 6M | +91.5% | +124.5% | -33.1% | +70.4% |
| YTD | +77.3% | +126.7% | -49.4% | +56.5% |
| 1Y | +96.3% | +219.9% | -123.6% | +65.2% |
| 3Y | +394.5% | -61.6% | +456.1% | +364.6% |
| 5Y | +213.5% | -90.5% | +304.0% | +223.9% |
| All | +1,333.1% | +78.2% | +1,254.9% | +1,290.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling