+1,333.1%
CRWD vs FN
+794.7%
+538.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.2% |
| 7D | +2.2% | +5.8% | -3.6% | +0.6% |
| 30D | -7.7% | -20.6% | +12.9% | -2.9% |
| 3M | +28.9% | -28.6% | +57.5% | +37.4% |
| 6M | +91.5% | -20.7% | +112.2% | +90.1% |
| YTD | +77.3% | -8.1% | +85.4% | +63.4% |
| 1Y | +96.3% | +13.3% | +82.9% | +66.2% |
| 3Y | +394.5% | +175.7% | +218.8% | +177.8% |
| 5Y | +213.5% | +297.4% | -83.9% | +42.2% |
| All | +1,333.1% | +794.7% | +538.4% | +272.8% |
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