+476.5%
CRWD vs FGI
-70.0%
+546.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.5% | +5.4% |
| 7D | -5.5% | -1.4% | -4.1% | -5.4% |
| 30D | -16.9% | -3.2% | -13.7% | -16.9% |
| 3M | +6.6% | +64.1% | -57.5% | +5.0% |
| 6M | +73.2% | +17.2% | +56.1% | +71.3% |
| YTD | +95.1% | +31.6% | +63.5% | +90.5% |
| 1Y | +69.4% | +45.1% | +24.3% | +64.6% |
| 3Y | +379.3% | -2.0% | +381.3% | +363.6% |
| All | +476.5% | -70.0% | +546.5% | +507.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling