+206.6%
CRWD vs FN
+170.4%
+36.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.7% | -11.8% | -2.8% |
| 7D | -13.4% | 0.0% | -13.3% | -13.7% |
| 30D | -18.3% | -34.3% | +16.0% | -10.7% |
| 3M | +4.6% | -39.9% | +44.4% | +15.1% |
| 6M | +85.4% | -51.8% | +137.2% | +110.5% |
| YTD | +85.1% | -28.1% | +113.2% | +78.3% |
| 1Y | +62.9% | -29.1% | +92.0% | +56.2% |
| 3Y | +364.5% | +102.4% | +262.1% | +180.3% |
| All | +206.6% | +170.4% | +36.3% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling