+64.0%
CRWD vs FN
-20.4%
+84.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +11.9% | -6.5% | +4.6% |
| 7D | -5.5% | +16.3% | -21.8% | -6.3% |
| 30D | -16.9% | -24.7% | +7.9% | -16.7% |
| 3M | +6.6% | -34.9% | +41.5% | +7.5% |
| 6M | +73.2% | -41.1% | +114.3% | +73.8% |
| YTD | +95.1% | -19.6% | +114.7% | +84.5% |
| All | +64.0% | -20.4% | +84.4% | +54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling