+1,325.8%
CRWD vs FERG
+310.1%
+1,015.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -3.0% | -2.6% | -0.4% | -2.4% |
| 30D | -6.8% | -8.9% | +2.1% | -4.8% |
| 3M | +19.6% | -2.0% | +21.6% | +20.2% |
| 6M | +87.1% | -3.2% | +90.3% | +87.2% |
| YTD | +76.4% | +1.5% | +74.9% | +74.2% |
| 1Y | +90.8% | +0.5% | +90.3% | +88.4% |
| 3Y | +380.0% | +50.4% | +329.6% | +329.4% |
| 5Y | +215.6% | +68.7% | +146.9% | +169.0% |
| All | +1,325.8% | +310.1% | +1,015.7% | +871.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling