+216.7%
CRWD vs FIVE
+38.7%
+178.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.7% |
| 7D | -2.3% | +3.7% | -6.0% | -3.4% |
| 30D | -2.1% | +4.0% | -6.0% | -3.6% |
| 3M | +27.5% | +36.2% | -8.7% | +15.2% |
| 6M | +95.8% | +18.0% | +77.8% | +82.8% |
| YTD | +79.2% | +34.9% | +44.3% | +59.8% |
| 1Y | +96.3% | +67.9% | +28.3% | +62.3% |
| 3Y | +399.8% | +57.3% | +342.5% | +294.4% |
| 5Y | +216.7% | +39.5% | +177.2% | +155.1% |
| All | +216.7% | +38.7% | +178.1% | +155.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling