+1,369.7%
CRWD vs FN
+771.4%
+598.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.7% |
| 7D | -2.4% | -1.7% | -0.7% | -2.0% |
| 30D | +1.5% | -22.0% | +23.5% | +7.1% |
| 3M | +18.5% | -43.0% | +61.5% | +34.4% |
| 6M | +109.1% | -27.7% | +136.8% | +112.7% |
| YTD | +81.8% | -10.5% | +92.4% | +68.7% |
| 1Y | +106.7% | +12.5% | +94.2% | +75.1% |
| 3Y | +428.7% | +153.8% | +274.9% | +205.3% |
| 5Y | +206.4% | +288.0% | -81.6% | +39.9% |
| All | +1,369.7% | +771.4% | +598.2% | +285.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling