+357.5%
CRWD vs FIVE
+40.2%
+317.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | +5.8% | +2.4% | +3.4% | +5.5% |
| 30D | -12.0% | +15.8% | -27.8% | -13.9% |
| 3M | +3.6% | +3.8% | -0.1% | +2.8% |
| 6M | +68.3% | +18.5% | +49.8% | +63.2% |
| YTD | +96.2% | +31.2% | +64.9% | +85.8% |
| 1Y | +68.4% | +61.8% | +6.6% | +53.9% |
| All | +357.5% | +40.2% | +317.3% | +288.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling