+218.9%
CRWD vs FIS
-65.9%
+284.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | -2.8% | -8.9% | +6.1% | +0.3% |
| 30D | -5.9% | -9.9% | +4.0% | -2.6% |
| 3M | +29.0% | 0.0% | +29.0% | +27.4% |
| 6M | +91.5% | -22.9% | +114.4% | +107.8% |
| YTD | +78.2% | -40.9% | +119.1% | +113.0% |
| 1Y | +96.6% | -40.4% | +137.1% | +133.5% |
| 3Y | +397.0% | -25.4% | +422.4% | +423.3% |
| 5Y | +218.9% | -64.8% | +283.7% | +360.5% |
| All | +218.9% | -65.9% | +284.8% | +360.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling