+106.7%
CRWD vs FDS
-17.4%
+124.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.1% |
| 7D | -2.4% | -1.9% | -0.5% | -1.9% |
| 30D | +1.5% | +9.0% | -7.5% | 0.0% |
| 3M | +18.5% | +18.9% | -0.3% | +13.9% |
| 6M | +109.1% | +35.1% | +74.0% | +93.3% |
| YTD | +81.8% | +5.5% | +76.3% | +59.8% |
| 1Y | +106.7% | -16.8% | +123.5% | +56.4% |
| All | +106.7% | -17.4% | +124.1% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling