+1,479.7%
CRWD vs FICO
+136.6%
+1,343.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -5.0% | +4.0% | -8.9% | -6.4% |
| 30D | -12.9% | -1.5% | -11.4% | -13.3% |
| 3M | +3.2% | -29.8% | +33.0% | +13.1% |
| 6M | +69.0% | -33.3% | +102.2% | +82.8% |
| YTD | +95.5% | -56.9% | +152.3% | +156.3% |
| 1Y | +64.6% | -59.5% | +124.0% | +122.0% |
| 3Y | +366.7% | -26.9% | +393.6% | +318.6% |
| 5Y | +226.2% | +92.9% | +133.2% | +62.9% |
| All | +1,479.7% | +136.6% | +1,343.2% | +529.5% |
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