+256.7%
CRWD vs FN
+169.4%
+87.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.3% | +5.9% | +0.3% |
| 7D | +4.5% | +0.3% | +4.2% | +4.2% |
| 30D | -9.1% | -16.5% | +7.4% | -6.0% |
| 3M | +0.5% | -42.1% | +42.6% | +11.6% |
| 6M | +61.1% | -52.9% | +114.0% | +84.3% |
| YTD | +93.4% | -28.0% | +121.3% | +85.9% |
| 1Y | +71.1% | -18.5% | +89.6% | +56.7% |
| 3Y | +351.1% | +93.9% | +257.2% | +177.7% |
| All | +256.7% | +169.4% | +87.2% | +62.0% |
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