+1,462.8%
CRWD vs FDX
+190.0%
+1,272.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.9% |
| 7D | +4.5% | +5.2% | -0.7% | +2.8% |
| 30D | -9.1% | +11.3% | -20.4% | -12.3% |
| 3M | +0.5% | -4.1% | +4.6% | +1.7% |
| 6M | +61.1% | +9.6% | +51.5% | +55.5% |
| YTD | +93.4% | +40.9% | +52.5% | +68.7% |
| 1Y | +71.1% | +53.0% | +18.1% | +44.8% |
| 3Y | +351.1% | +74.1% | +277.0% | +246.6% |
| 5Y | +218.8% | +75.1% | +143.7% | +136.6% |
| All | +1,462.8% | +190.0% | +1,272.8% | +678.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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