+411.5%
CRWD vs FN
+166.1%
+245.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.5% |
| 7D | -2.4% | -1.7% | -0.7% | -2.1% |
| 30D | +1.5% | -22.0% | +23.5% | +5.5% |
| 3M | +18.5% | -43.0% | +61.5% | +29.8% |
| 6M | +109.1% | -27.7% | +136.8% | +111.0% |
| YTD | +81.8% | -10.5% | +92.4% | +69.5% |
| 1Y | +106.7% | +12.5% | +94.2% | +77.6% |
| All | +411.5% | +166.1% | +245.4% | +203.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling