+1,340.4%
CRWD vs FCUV
-99.6%
+1,440.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.5% |
| 7D | -2.8% | -72.0% | +69.1% | -1.9% |
| 30D | -5.9% | -8.0% | +2.1% | -6.4% |
| 3M | +29.0% | +66.3% | -37.3% | +22.3% |
| 6M | +91.5% | -75.3% | +166.8% | +85.6% |
| YTD | +78.2% | -83.0% | +161.2% | +73.4% |
| 1Y | +96.6% | -94.7% | +191.3% | +94.0% |
| 3Y | +397.0% | -99.3% | +496.3% | +390.1% |
| 5Y | +218.9% | -99.9% | +318.7% | +217.0% |
| All | +1,340.4% | -99.6% | +1,440.0% | +1,352.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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