+1,479.7%
CRWD vs FFIV
+125.1%
+1,354.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.0% |
| 7D | -5.0% | -2.9% | -2.0% | -3.0% |
| 30D | -12.9% | -32.4% | +19.5% | +7.5% |
| 3M | +3.2% | -22.7% | +25.9% | +17.9% |
| 6M | +69.0% | -10.7% | +79.7% | +77.3% |
| YTD | +95.5% | +25.4% | +70.1% | +67.4% |
| 1Y | +64.6% | +34.2% | +30.4% | +35.1% |
| 3Y | +366.7% | +101.2% | +265.5% | +195.0% |
| 5Y | +226.2% | +42.0% | +184.2% | +143.2% |
| All | +1,479.7% | +125.1% | +1,354.6% | +799.3% |
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 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