+384.9%
CRWD vs FITB
+129.2%
+255.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -2.8% | -1.0% | -1.9% | -2.5% |
| 30D | -5.9% | -5.5% | -0.4% | -4.1% |
| 3M | +29.0% | +4.1% | +24.9% | +27.3% |
| 6M | +91.5% | +18.7% | +72.8% | +79.2% |
| YTD | +78.2% | +18.2% | +60.1% | +66.5% |
| 1Y | +96.6% | +23.7% | +73.0% | +79.9% |
| All | +384.9% | +129.2% | +255.7% | +264.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling