+218.9%
CRWD vs FDS
-28.1%
+247.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.8% | +6.3% | +3.2% |
| 7D | -2.8% | -16.0% | +13.1% | +5.1% |
| 30D | -5.9% | -6.7% | +0.8% | -2.9% |
| 3M | +29.0% | +6.0% | +23.0% | +23.1% |
| 6M | +91.5% | +25.1% | +66.4% | +66.5% |
| YTD | +78.2% | -8.1% | +86.4% | +80.9% |
| 1Y | +96.6% | -26.0% | +122.7% | +122.9% |
| 3Y | +397.0% | -36.4% | +433.4% | +502.3% |
| 5Y | +218.9% | -27.7% | +246.6% | +297.8% |
| All | +218.9% | -28.1% | +247.0% | +297.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling