+1,462.8%
CRWD vs FLUT
+10.0%
+1,452.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | +4.5% | -0.7% | +5.2% | +4.6% |
| 30D | -9.1% | +9.3% | -18.3% | -10.9% |
| 3M | +0.5% | -17.5% | +18.0% | +3.0% |
| 6M | +61.1% | -14.6% | +75.7% | +62.6% |
| YTD | +93.4% | -62.3% | +155.6% | +130.1% |
| 1Y | +71.1% | -59.6% | +130.7% | +100.6% |
| 3Y | +351.1% | -45.3% | +396.3% | +401.8% |
| 5Y | +218.8% | -50.4% | +269.2% | +241.5% |
| All | +1,462.8% | +10.0% | +1,452.8% | +1,872.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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