+96.3%
CRWD vs FICO
-39.2%
+135.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | -2.3% | -15.4% | +13.1% | -0.5% |
| 30D | -2.1% | -10.4% | +8.3% | -0.7% |
| 3M | +27.5% | -22.7% | +50.2% | +29.8% |
| 6M | +95.8% | -36.8% | +132.6% | +101.2% |
| YTD | +79.2% | -44.8% | +124.0% | +81.4% |
| 1Y | +96.3% | -39.3% | +135.6% | +101.5% |
| All | +96.3% | -39.2% | +135.4% | +101.5% |
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 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