+399.8%
CRWD vs FE
+48.5%
+351.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.6% |
| 7D | -2.3% | +0.6% | -3.0% | -2.2% |
| 30D | -2.1% | -2.1% | +0.1% | -2.4% |
| 3M | +27.5% | +2.6% | +24.9% | +28.4% |
| 6M | +95.8% | -6.8% | +102.6% | +93.9% |
| YTD | +79.2% | +6.9% | +72.3% | +81.9% |
| 1Y | +96.3% | +11.6% | +84.7% | +100.7% |
| 3Y | +399.8% | +47.7% | +352.1% | +425.8% |
| All | +399.8% | +48.5% | +351.3% | +425.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling