+1,369.7%
CRWD vs FLUT
+35.7%
+1,333.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.4% |
| 7D | -2.4% | -1.6% | -0.8% | -2.2% |
| 30D | +1.5% | +7.7% | -6.2% | -0.6% |
| 3M | +18.5% | -0.7% | +19.3% | +17.2% |
| 6M | +109.1% | -11.2% | +120.2% | +111.2% |
| YTD | +81.8% | -53.4% | +135.3% | +109.2% |
| 1Y | +106.7% | -65.8% | +172.4% | +152.5% |
| 3Y | +428.7% | -44.9% | +473.6% | +485.4% |
| 5Y | +206.4% | -49.7% | +256.1% | +219.9% |
| All | +1,369.7% | +35.7% | +1,333.9% | +1,693.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling