+80.6%
CRWD vs FERG
+3.8%
+76.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.2% | -1.7% |
| 7D | -9.6% | +7.7% | -17.3% | -10.1% |
| 30D | -11.6% | +11.5% | -23.1% | -12.4% |
| 3M | +14.1% | -2.4% | +16.5% | +14.3% |
| 6M | +105.4% | -4.0% | +109.4% | +104.9% |
| YTD | +105.6% | +13.4% | +92.3% | +104.3% |
| 1Y | +80.6% | +3.1% | +77.5% | +82.7% |
| All | +80.6% | +3.8% | +76.8% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1y: compounded portfolio wealth divided by compounded FERG 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…
1y analysis · Full analysis span regression · 6 months rolling