+1,348.4%
CRWD vs FND
+32.3%
+1,316.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | +0.2% |
| 7D | -2.3% | +0.4% | -2.7% | -2.5% |
| 30D | -2.1% | -23.6% | +21.5% | +7.3% |
| 3M | +27.5% | +4.3% | +23.2% | +23.5% |
| 6M | +95.8% | -20.3% | +116.1% | +106.5% |
| YTD | +79.2% | -21.3% | +100.5% | +87.5% |
| 1Y | +96.3% | -45.4% | +141.6% | +134.6% |
| 3Y | +399.8% | -48.9% | +448.6% | +466.0% |
| 5Y | +216.7% | -61.0% | +277.8% | +280.5% |
| All | +1,348.4% | +32.3% | +1,316.1% | +1,040.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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