+1,369.7%
CRWD vs FIX
+3,363.6%
-1,993.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.4% |
| 7D | -2.4% | +6.0% | -8.5% | -3.9% |
| 30D | +1.5% | -7.2% | +8.8% | +3.4% |
| 3M | +18.5% | -15.9% | +34.4% | +22.7% |
| 6M | +109.1% | +12.7% | +96.3% | +96.1% |
| YTD | +81.8% | +72.8% | +9.1% | +48.9% |
| 1Y | +106.7% | +122.9% | -16.2% | +55.1% |
| 3Y | +428.7% | +774.3% | -345.6% | +156.6% |
| 5Y | +206.4% | +2,049.5% | -1,843.1% | +18.5% |
| All | +1,369.7% | +3,363.6% | -1,993.9% | +313.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling