+382.4%
CRWD vs FFIV
+151.3%
+231.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -4.9% | -3.4% |
| 7D | +2.2% | +3.5% | -1.3% | 0.0% |
| 30D | -7.7% | -1.3% | -6.4% | -6.7% |
| 3M | +28.9% | +2.4% | +26.5% | +27.5% |
| 6M | +91.5% | +41.8% | +49.7% | +58.6% |
| YTD | +77.3% | +58.5% | +18.8% | +38.1% |
| 1Y | +96.3% | +24.3% | +71.9% | +74.0% |
| All | +382.4% | +151.3% | +231.1% | +213.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling