+1,479.7%
CRWD vs FE
+48.0%
+1,431.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | -5.0% | -0.4% | -4.6% | -4.9% |
| 30D | -12.9% | +3.6% | -16.5% | -13.5% |
| 3M | +3.2% | +0.3% | +2.9% | +3.0% |
| 6M | +69.0% | +6.4% | +62.6% | +66.3% |
| YTD | +95.5% | +8.1% | +87.3% | +91.1% |
| 1Y | +64.6% | +4.6% | +60.0% | +62.0% |
| 3Y | +366.7% | +49.1% | +317.6% | +314.3% |
| 5Y | +226.2% | +46.1% | +180.0% | +187.9% |
| All | +1,479.7% | +48.0% | +1,431.7% | +1,442.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling