+62.2%
CRWD vs FIX
+15.7%
+46.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.2% |
| 7D | -7.7% | -13.9% | +6.2% | -6.9% |
| 30D | -17.9% | -35.5% | +17.6% | -15.6% |
| 3M | +0.3% | -33.9% | +34.2% | +2.9% |
| 6M | +71.1% | -43.3% | +114.4% | +75.4% |
| YTD | +92.6% | +18.7% | +74.0% | +75.2% |
| All | +62.2% | +15.7% | +46.5% | +48.2% |
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