+213.5%
CRWD vs FFIV
+100.0%
+113.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -4.9% | -3.8% |
| 7D | +2.2% | +3.5% | -1.3% | -0.4% |
| 30D | -7.7% | -1.3% | -6.4% | -6.6% |
| 3M | +28.9% | +2.4% | +26.5% | +27.0% |
| 6M | +91.5% | +41.8% | +49.7% | +51.0% |
| YTD | +77.3% | +58.5% | +18.8% | +28.9% |
| 1Y | +96.3% | +24.3% | +71.9% | +66.8% |
| 3Y | +394.5% | +152.0% | +242.5% | +141.6% |
| 5Y | +213.5% | +99.1% | +114.4% | +84.3% |
| All | +213.5% | +100.0% | +113.5% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling