+1,325.8%
CRWD vs FDS
-5.3%
+1,331.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.4% |
| 7D | -3.0% | -14.0% | +11.0% | +4.2% |
| 30D | -6.8% | -6.2% | -0.6% | -3.9% |
| 3M | +19.6% | +10.2% | +9.4% | +11.7% |
| 6M | +87.1% | +27.4% | +59.6% | +60.6% |
| YTD | +76.4% | -9.3% | +85.7% | +79.5% |
| 1Y | +90.8% | -28.6% | +119.5% | +117.4% |
| 3Y | +380.0% | -36.8% | +416.8% | +476.1% |
| 5Y | +215.6% | -28.6% | +244.3% | +254.1% |
| All | +1,325.8% | -5.3% | +1,331.1% | +1,370.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling