+1,476.4%
CRWD vs FN
+682.8%
+793.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +11.9% | -6.5% | +2.3% |
| 7D | -5.5% | +16.3% | -21.8% | -9.5% |
| 30D | -16.9% | -24.7% | +7.9% | -11.4% |
| 3M | +6.6% | -34.9% | +41.5% | +16.1% |
| 6M | +73.2% | -41.1% | +114.3% | +89.1% |
| YTD | +95.1% | -19.6% | +114.7% | +83.1% |
| 1Y | +69.4% | -18.5% | +87.9% | +56.9% |
| 3Y | +379.3% | +119.1% | +260.2% | +184.9% |
| 5Y | +211.9% | +206.9% | +4.9% | +51.8% |
| All | +1,476.4% | +682.8% | +793.7% | +317.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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