+1,348.4%
CRWD vs FITB
+164.7%
+1,183.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.3% |
| 7D | -2.3% | +2.8% | -5.2% | -3.1% |
| 30D | -2.1% | -4.5% | +2.5% | -0.9% |
| 3M | +27.5% | +5.7% | +21.9% | +25.7% |
| 6M | +95.8% | +17.1% | +78.7% | +87.2% |
| YTD | +79.2% | +18.3% | +60.9% | +70.6% |
| 1Y | +96.3% | +23.9% | +72.4% | +84.2% |
| 3Y | +399.8% | +131.1% | +268.7% | +300.8% |
| 5Y | +216.7% | +71.1% | +145.6% | +169.7% |
| All | +1,348.4% | +164.7% | +1,183.7% | +970.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling