+1,348.4%
CRWD vs FIX
+3,445.6%
-2,097.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -2.1% |
| 7D | -2.3% | +6.1% | -8.4% | -3.9% |
| 30D | -2.1% | -2.7% | +0.6% | -1.6% |
| 3M | +27.5% | -10.9% | +38.5% | +30.0% |
| 6M | +95.8% | +29.0% | +66.8% | +77.0% |
| YTD | +79.2% | +76.9% | +2.3% | +45.8% |
| 1Y | +96.3% | +130.7% | -34.5% | +45.9% |
| 3Y | +399.8% | +790.7% | -390.9% | +141.4% |
| 5Y | +216.7% | +2,185.6% | -1,968.8% | +21.0% |
| All | +1,348.4% | +3,445.6% | -2,097.2% | +304.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling