+80.6%
CRWD vs FITB
+36.9%
+43.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.5% |
| 7D | -9.6% | +2.3% | -12.0% | -9.7% |
| 30D | -11.6% | +7.7% | -19.3% | -11.9% |
| 3M | +14.1% | -4.5% | +18.6% | +14.5% |
| 6M | +105.4% | +12.5% | +93.0% | +105.8% |
| YTD | +105.6% | +19.8% | +85.9% | +106.8% |
| 1Y | +80.6% | +34.1% | +46.4% | +75.7% |
| All | +80.6% | +36.9% | +43.7% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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