+357.5%
CRWD vs FICO
-28.1%
+385.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.7% |
| 7D | +5.8% | +1.4% | +4.4% | +5.6% |
| 30D | -12.0% | -0.8% | -11.2% | -12.4% |
| 3M | +3.6% | -31.3% | +34.9% | +10.5% |
| 6M | +68.3% | -33.9% | +102.3% | +76.4% |
| YTD | +96.2% | -57.6% | +153.7% | +135.5% |
| 1Y | +68.4% | -59.7% | +128.1% | +105.4% |
| All | +357.5% | -28.1% | +385.7% | +321.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling