+96.6%
CRWD vs FFIV
+22.0%
+74.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.4% |
| 7D | -2.8% | +1.6% | -4.5% | -3.8% |
| 30D | -5.9% | -3.7% | -2.1% | -3.7% |
| 3M | +29.0% | +2.0% | +27.0% | +28.4% |
| 6M | +91.5% | +39.3% | +52.2% | +68.8% |
| YTD | +78.2% | +56.1% | +22.1% | +53.2% |
| 1Y | +96.6% | +22.0% | +74.7% | +83.4% |
| All | +96.6% | +22.0% | +74.6% | +83.4% |
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