+106.7%
CRWD vs FIX
+128.3%
-21.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.1% |
| 7D | -2.4% | +6.0% | -8.5% | -3.2% |
| 30D | +1.5% | -7.2% | +8.8% | +2.3% |
| 3M | +18.5% | -15.9% | +34.4% | +19.7% |
| 6M | +109.1% | +12.7% | +96.3% | +100.7% |
| YTD | +81.8% | +72.8% | +9.1% | +55.5% |
| 1Y | +106.7% | +122.9% | -16.2% | +56.1% |
| All | +106.7% | +128.3% | -21.6% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling