+1,333.1%
CRWD vs FIVE
+90.3%
+1,242.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.7% | -0.3% |
| 7D | +2.2% | +1.7% | +0.5% | +1.6% |
| 30D | -7.7% | +5.0% | -12.7% | -9.4% |
| 3M | +28.9% | +29.5% | -0.6% | +18.6% |
| 6M | +91.5% | +12.4% | +79.0% | +81.8% |
| YTD | +77.3% | +31.2% | +46.1% | +60.2% |
| 1Y | +96.3% | +72.9% | +23.4% | +62.5% |
| 3Y | +394.5% | +53.0% | +341.5% | +292.4% |
| 5Y | +213.5% | +34.2% | +179.3% | +151.7% |
| All | +1,333.1% | +90.3% | +1,242.8% | +777.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling