+382.4%
CRWD vs FIS
-26.4%
+408.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.4% | -0.2% |
| 7D | +2.2% | -9.1% | +11.2% | +4.7% |
| 30D | -7.7% | -10.4% | +2.7% | -5.1% |
| 3M | +28.9% | -3.7% | +32.6% | +28.7% |
| 6M | +91.5% | -24.8% | +116.2% | +105.9% |
| YTD | +77.3% | -41.6% | +118.9% | +104.1% |
| 1Y | +96.3% | -42.7% | +139.0% | +126.8% |
| All | +382.4% | -26.4% | +408.9% | +364.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling