+62.0%
CRWD vs FN
-24.2%
+86.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.5% | -0.9% |
| 7D | -7.7% | -4.1% | -3.7% | -7.7% |
| 30D | -17.9% | -28.3% | +10.4% | -17.4% |
| 3M | +0.3% | -33.9% | +34.1% | +1.3% |
| 6M | +71.1% | -43.9% | +115.0% | +72.3% |
| YTD | +92.6% | -23.4% | +116.1% | +82.8% |
| 1Y | +62.0% | -25.4% | +87.4% | +53.2% |
| All | +62.0% | -24.2% | +86.2% | +53.2% |
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