+1,369.7%
CRWD vs FFIV
+174.7%
+1,194.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.6% |
| 7D | -2.4% | -1.0% | -1.5% | -1.7% |
| 30D | +1.5% | -5.1% | +6.6% | +5.1% |
| 3M | +18.5% | -4.5% | +23.0% | +22.3% |
| 6M | +109.1% | +36.5% | +72.6% | +74.9% |
| YTD | +81.8% | +53.0% | +28.9% | +41.8% |
| 1Y | +106.7% | +24.2% | +82.4% | +79.9% |
| 3Y | +428.7% | +137.2% | +291.5% | +210.3% |
| 5Y | +206.4% | +91.8% | +114.6% | +98.8% |
| All | +1,369.7% | +174.7% | +1,194.9% | +661.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling