+1,369.7%
CRWD vs FIVE
+94.2%
+1,275.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -2.3% |
| 7D | -2.4% | +4.3% | -6.7% | -3.6% |
| 30D | +1.5% | +12.5% | -11.0% | -2.4% |
| 3M | +18.5% | +31.2% | -12.7% | +8.6% |
| 6M | +109.1% | +14.4% | +94.7% | +97.5% |
| YTD | +81.8% | +33.9% | +47.9% | +63.4% |
| 1Y | +106.7% | +65.1% | +41.6% | +73.5% |
| 3Y | +428.7% | +49.0% | +379.7% | +324.7% |
| 5Y | +206.4% | +30.3% | +176.1% | +147.9% |
| All | +1,369.7% | +94.2% | +1,275.5% | +795.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling