+1,348.4%
CRWD vs FHN
+123.2%
+1,225.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.3% |
| 7D | -2.3% | +2.7% | -5.0% | -2.8% |
| 30D | -2.1% | -3.1% | +1.1% | -1.5% |
| 3M | +27.5% | +2.3% | +25.2% | +27.0% |
| 6M | +95.8% | +9.7% | +86.1% | +92.3% |
| YTD | +79.2% | +4.7% | +74.5% | +77.3% |
| 1Y | +96.3% | +13.8% | +82.5% | +91.1% |
| 3Y | +399.8% | +131.6% | +268.2% | +341.0% |
| 5Y | +216.7% | +91.1% | +125.6% | +183.1% |
| All | +1,348.4% | +123.2% | +1,225.2% | +1,271.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling