+206.6%
CRWD vs FIX
+933.9%
-727.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.6% | -1.8% |
| 7D | -13.4% | -17.5% | +4.1% | -8.6% |
| 30D | -18.3% | -41.6% | +23.3% | -4.4% |
| 3M | +4.6% | -40.6% | +45.2% | +20.7% |
| 6M | +85.4% | -49.4% | +134.7% | +121.7% |
| YTD | +85.1% | +9.2% | +75.9% | +61.1% |
| 1Y | +62.9% | +6.5% | +56.5% | +42.4% |
| 3Y | +364.5% | +448.7% | -84.2% | +77.4% |
| All | +206.6% | +933.9% | -727.2% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling