+71.1%
CRWD vs FICO
-59.4%
+130.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | +4.5% | +2.2% | +2.3% | +4.3% |
| 30D | -9.1% | +0.1% | -9.2% | -9.4% |
| 3M | +0.5% | -35.2% | +35.6% | +6.1% |
| 6M | +61.1% | -32.4% | +93.5% | +62.3% |
| YTD | +93.4% | -57.4% | +150.8% | +116.4% |
| 1Y | +71.1% | -58.5% | +129.6% | +93.8% |
| All | +71.1% | -59.4% | +130.5% | +93.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling