+80.6%
CRWD vs FIS
-50.5%
+131.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -23.7% | +22.2% | +0.8% |
| 7D | -9.6% | -18.4% | +8.8% | -8.4% |
| 30D | -11.6% | -11.4% | -0.2% | -12.0% |
| 3M | +14.1% | -32.0% | +46.1% | +20.9% |
| 6M | +105.4% | -35.6% | +141.0% | +122.3% |
| YTD | +105.6% | -53.8% | +159.4% | +136.6% |
| 1Y | +80.6% | -51.1% | +131.6% | +106.8% |
| All | +80.6% | -50.5% | +131.1% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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