+360.0%
CRWD vs FE
+47.6%
+312.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | -7.7% | -0.5% | -7.2% | -7.9% |
| 30D | -17.9% | +4.3% | -22.2% | -16.8% |
| 3M | +0.3% | +0.4% | -0.1% | +0.7% |
| 6M | +71.1% | +6.9% | +64.2% | +74.8% |
| YTD | +92.6% | +8.0% | +84.6% | +97.2% |
| 1Y | +62.0% | +4.8% | +57.1% | +65.0% |
| 3Y | +360.0% | +49.0% | +311.1% | +415.4% |
| All | +360.0% | +47.6% | +312.4% | +415.4% |
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