+106.7%
CRWD vs FHN
+13.2%
+93.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.4% | +1.2% | -3.6% | -2.6% |
| 30D | +1.5% | -4.7% | +6.2% | +2.6% |
| 3M | +18.5% | +3.5% | +15.0% | +18.2% |
| 6M | +109.1% | +7.8% | +101.3% | +105.3% |
| YTD | +81.8% | +5.9% | +76.0% | +79.7% |
| 1Y | +106.7% | +12.5% | +94.2% | +99.3% |
| All | +106.7% | +13.2% | +93.5% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 1y: compounded portfolio wealth divided by compounded FHN 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…
1y analysis · Full analysis span regression · 6 months rolling