+1,340.4%
CRWD vs FERG
+307.2%
+1,033.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -2.8% | -1.0% | -1.8% | -2.6% |
| 30D | -5.9% | -11.8% | +5.9% | -3.1% |
| 3M | +29.0% | -1.2% | +30.2% | +29.4% |
| 6M | +91.5% | -2.3% | +93.8% | +91.1% |
| YTD | +78.2% | +0.8% | +77.4% | +76.3% |
| 1Y | +96.6% | +0.5% | +96.2% | +94.2% |
| 3Y | +397.0% | +51.4% | +345.6% | +344.3% |
| 5Y | +218.9% | +67.5% | +151.4% | +172.2% |
| All | +1,340.4% | +307.2% | +1,033.2% | +882.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling