+351.1%
CRWD vs FGI
-16.0%
+367.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -25.2% | +23.8% | -1.3% |
| 7D | +4.5% | -14.4% | +18.9% | +4.5% |
| 30D | -9.1% | -11.8% | +2.7% | -9.1% |
| 3M | +0.5% | -46.2% | +46.7% | +0.6% |
| 6M | +61.1% | +5.2% | +55.9% | +61.4% |
| YTD | +93.4% | +10.5% | +82.8% | +93.8% |
| 1Y | +71.1% | +25.5% | +45.6% | +72.1% |
| 3Y | +351.1% | -16.0% | +367.1% | +373.1% |
| All | +351.1% | -16.0% | +367.1% | +373.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling