+1,369.7%
CRWD vs FICO
+202.6%
+1,167.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.7% | +15.8% | +6.6% |
| 7D | -2.4% | -19.2% | +16.8% | +6.5% |
| 30D | +1.5% | -14.6% | +16.1% | +7.7% |
| 3M | +18.5% | -20.1% | +38.6% | +25.7% |
| 6M | +109.1% | -36.3% | +145.4% | +142.0% |
| YTD | +81.8% | -44.9% | +126.7% | +125.8% |
| 1Y | +106.7% | -38.6% | +145.3% | +135.1% |
| 3Y | +428.7% | +4.0% | +424.7% | +320.8% |
| 5Y | +206.4% | +99.5% | +106.8% | +62.8% |
| All | +1,369.7% | +202.6% | +1,167.1% | +454.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling