+1,476.4%
CRWD vs FICO
+134.9%
+1,341.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.7% | +2.7% | +4.3% |
| 7D | -5.5% | -0.1% | -5.4% | -5.5% |
| 30D | -16.9% | +8.4% | -25.3% | -20.8% |
| 3M | +6.6% | -30.5% | +37.1% | +17.3% |
| 6M | +73.2% | -35.7% | +109.0% | +90.7% |
| YTD | +95.1% | -57.2% | +152.2% | +156.5% |
| 1Y | +69.4% | -58.4% | +127.8% | +125.3% |
| 3Y | +379.3% | -24.8% | +404.1% | +322.7% |
| 5Y | +211.9% | +79.3% | +132.6% | +62.0% |
| All | +1,476.4% | +134.9% | +1,341.5% | +529.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling