+1,485.3%
CRWD vs FDX
+185.7%
+1,299.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | +5.8% | +0.8% | +5.0% | +5.6% |
| 30D | -12.0% | +9.9% | -21.9% | -14.7% |
| 3M | +3.6% | -1.9% | +5.6% | +4.1% |
| 6M | +68.3% | +6.1% | +62.3% | +64.3% |
| YTD | +96.2% | +38.8% | +57.4% | +72.0% |
| 1Y | +68.4% | +50.0% | +18.5% | +43.6% |
| 3Y | +368.4% | +71.0% | +297.3% | +262.1% |
| 5Y | +223.4% | +72.5% | +150.9% | +141.2% |
| All | +1,485.3% | +185.7% | +1,299.7% | +693.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling