+1,479.7%
CRWD vs FIVE
+93.1%
+1,386.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.8% |
| 7D | -5.0% | -0.5% | -4.5% | -4.7% |
| 30D | -12.9% | +17.4% | -30.3% | -16.9% |
| 3M | +3.2% | +7.0% | -3.8% | +0.6% |
| 6M | +69.0% | +20.5% | +48.5% | +58.2% |
| YTD | +95.5% | +33.1% | +62.3% | +75.4% |
| 1Y | +64.6% | +67.1% | -2.5% | +37.5% |
| 3Y | +366.7% | +41.9% | +324.8% | +281.7% |
| 5Y | +226.2% | +21.1% | +205.1% | +169.0% |
| All | +1,479.7% | +93.1% | +1,386.7% | +861.3% |
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 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