+1,340.4%
CRWD vs FE
+45.7%
+1,294.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.8% | -1.7% | -1.2% | -2.5% |
| 30D | -5.9% | -1.3% | -4.6% | -5.7% |
| 3M | +29.0% | +0.6% | +28.4% | +28.6% |
| 6M | +91.5% | -6.8% | +98.3% | +93.7% |
| YTD | +78.2% | +6.4% | +71.8% | +75.0% |
| 1Y | +96.6% | +11.3% | +85.4% | +90.9% |
| 3Y | +397.0% | +47.1% | +350.0% | +342.4% |
| 5Y | +218.9% | +50.4% | +168.5% | +178.4% |
| All | +1,340.4% | +45.7% | +1,294.8% | +1,312.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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