+1,462.8%
CRWD vs FE
+49.5%
+1,413.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | +4.5% | +1.2% | +3.2% | +4.2% |
| 30D | -9.1% | +4.5% | -13.6% | -9.9% |
| 3M | +0.5% | +1.3% | -0.9% | +0.1% |
| 6M | +61.1% | +8.7% | +52.5% | +58.0% |
| YTD | +93.4% | +9.2% | +84.2% | +88.7% |
| 1Y | +71.1% | +7.0% | +64.1% | +67.7% |
| 3Y | +351.1% | +51.4% | +299.7% | +299.1% |
| 5Y | +218.8% | +47.7% | +171.1% | +180.8% |
| All | +1,462.8% | +49.5% | +1,413.3% | +1,423.0% |
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