+1,340.4%
CRWD vs FFIV
+180.3%
+1,160.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.4% |
| 7D | -2.8% | +1.6% | -4.5% | -3.9% |
| 30D | -5.9% | -3.7% | -2.1% | -3.4% |
| 3M | +29.0% | +2.0% | +27.0% | +27.8% |
| 6M | +91.5% | +39.3% | +52.2% | +58.1% |
| YTD | +78.2% | +56.1% | +22.1% | +37.2% |
| 1Y | +96.6% | +22.0% | +74.7% | +72.9% |
| 3Y | +397.0% | +148.2% | +248.8% | +183.6% |
| 5Y | +218.9% | +96.3% | +122.5% | +103.9% |
| All | +1,340.4% | +180.3% | +1,160.1% | +636.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling