+69.0%
CRWD vs FIVE
+12.4%
+56.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.6% |
| 7D | -5.0% | -0.5% | -4.5% | -5.0% |
| 30D | -12.9% | +17.4% | -30.3% | -14.1% |
| 3M | +3.2% | +7.0% | -3.8% | +1.3% |
| 6M | +69.0% | +20.5% | +48.5% | +63.3% |
| All | +69.0% | +12.4% | +56.5% | +63.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling