+1,369.7%
CRWD vs FDX
+187.4%
+1,182.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -2.4% | -2.5% | +0.1% | -1.5% |
| 30D | +1.5% | +3.8% | -2.3% | +0.3% |
| 3M | +18.5% | -1.3% | +19.8% | +18.7% |
| 6M | +109.1% | +5.0% | +104.1% | +103.4% |
| YTD | +81.8% | +39.6% | +42.2% | +59.4% |
| 1Y | +106.7% | +81.1% | +25.5% | +64.4% |
| 3Y | +428.7% | +63.0% | +365.6% | +317.0% |
| 5Y | +206.4% | +65.6% | +140.8% | +131.4% |
| All | +1,369.7% | +187.4% | +1,182.2% | +635.0% |
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