+218.9%
CRWD vs FITB
+68.4%
+150.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -2.8% | -1.0% | -1.9% | -2.5% |
| 30D | -5.9% | -5.5% | -0.4% | -3.9% |
| 3M | +29.0% | +4.1% | +24.9% | +26.9% |
| 6M | +91.5% | +18.7% | +72.8% | +77.8% |
| YTD | +78.2% | +18.2% | +60.1% | +65.2% |
| 1Y | +96.6% | +23.7% | +73.0% | +78.4% |
| 3Y | +397.0% | +130.8% | +266.3% | +245.8% |
| 5Y | +218.9% | +69.8% | +149.1% | +159.3% |
| All | +218.9% | +68.4% | +150.5% | +159.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling