+218.9%
CRWD vs FHN
+87.6%
+131.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -2.8% | -0.8% | -2.0% | -2.6% |
| 30D | -5.9% | -2.6% | -3.2% | -5.3% |
| 3M | +29.0% | +0.8% | +28.1% | +28.7% |
| 6M | +91.5% | +9.2% | +82.2% | +86.6% |
| YTD | +78.2% | +5.1% | +73.1% | +75.2% |
| 1Y | +96.6% | +12.2% | +84.4% | +89.7% |
| 3Y | +397.0% | +132.4% | +264.6% | +317.0% |
| 5Y | +218.9% | +91.1% | +127.8% | +180.7% |
| All | +218.9% | +87.6% | +131.2% | +180.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling