+1,462.8%
CRWD vs FDS
+21.3%
+1,441.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | +4.5% | +1.5% | +3.0% | +3.7% |
| 30D | -9.1% | +14.8% | -23.9% | -15.6% |
| 3M | +0.5% | +16.3% | -15.8% | -7.7% |
| 6M | +61.1% | +66.2% | -5.1% | +20.6% |
| YTD | +93.4% | +16.2% | +77.1% | +72.6% |
| 1Y | +71.1% | +21.8% | +49.3% | +47.8% |
| 3Y | +351.1% | -23.9% | +374.9% | +394.2% |
| 5Y | +218.8% | -23.1% | +241.9% | +243.7% |
| All | +1,462.8% | +21.3% | +1,441.5% | +1,314.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling