+64.6%
CRWD vs FN
-19.6%
+84.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.9% | -4.4% | +1.0% |
| 7D | -5.0% | +8.0% | -13.0% | -5.5% |
| 30D | -12.9% | -19.1% | +6.2% | -12.9% |
| 3M | +3.2% | -29.8% | +33.1% | +3.9% |
| 6M | +69.0% | -43.2% | +112.2% | +69.4% |
| YTD | +95.5% | -18.9% | +114.4% | +84.4% |
| 1Y | +64.6% | -17.9% | +82.4% | +53.0% |
| All | +64.6% | -19.6% | +84.1% | +53.0% |
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