+71.1%
CRWD vs FIX
+15.7%
+55.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | +4.5% | +9.4% | -5.0% | +3.5% |
| 30D | -9.1% | -27.8% | +18.7% | -7.4% |
| 3M | +0.5% | -35.6% | +36.0% | +3.0% |
| 6M | +61.1% | -45.2% | +106.3% | +64.7% |
| YTD | +93.4% | +19.5% | +73.9% | +76.6% |
| 1Y | +71.1% | +24.2% | +46.9% | +54.7% |
| All | +71.1% | +15.7% | +55.4% | +54.7% |
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