+437.5%
CRWD vs FGI
-70.4%
+507.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.4% | -1.0% |
| 7D | -2.4% | +0.5% | -3.0% | -2.4% |
| 30D | +1.5% | +65.4% | -63.9% | +0.1% |
| 3M | +18.5% | +23.5% | -5.0% | +17.2% |
| 6M | +109.1% | +60.5% | +48.6% | +103.4% |
| YTD | +81.8% | +30.0% | +51.8% | +77.6% |
| 1Y | +106.7% | +82.1% | +24.6% | +96.8% |
| 3Y | +428.7% | -4.4% | +433.1% | +411.2% |
| All | +437.5% | -70.4% | +507.8% | +466.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling