+1,457.0%
CRWD vs FIX
+2,278.7%
-821.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.1% |
| 7D | -7.7% | -13.9% | +6.2% | -4.4% |
| 30D | -17.9% | -35.5% | +17.6% | -8.8% |
| 3M | +0.3% | -33.9% | +34.2% | +10.0% |
| 6M | +71.1% | -43.3% | +114.4% | +93.0% |
| YTD | +92.6% | +18.7% | +74.0% | +71.6% |
| 1Y | +62.0% | +13.8% | +48.2% | +45.5% |
| 3Y | +360.0% | +495.0% | -134.9% | +144.2% |
| 5Y | +220.7% | +1,049.0% | -828.3% | +40.8% |
| All | +1,457.0% | +2,278.7% | -821.7% | +375.9% |
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