+80.6%
CRWD vs FFIV
+33.5%
+47.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -9.6% | -9.8% | +0.2% | -4.7% |
| 30D | -11.6% | -28.1% | +16.5% | +3.3% |
| 3M | +14.1% | -20.0% | +34.1% | +24.3% |
| 6M | +105.4% | -0.1% | +105.5% | +99.9% |
| YTD | +105.6% | +29.2% | +76.5% | +83.6% |
| 1Y | +80.6% | +36.6% | +44.0% | +63.7% |
| All | +80.6% | +33.5% | +47.0% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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