+1,333.1%
CRWD vs FOXA
+105.7%
+1,227.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | +2.2% | -5.4% | +7.6% | +3.2% |
| 30D | -7.7% | +1.1% | -8.8% | -8.2% |
| 3M | +28.9% | -6.1% | +35.0% | +29.3% |
| 6M | +91.5% | +8.2% | +83.2% | +86.0% |
| YTD | +77.3% | -11.8% | +89.1% | +79.5% |
| 1Y | +96.3% | +9.9% | +86.3% | +89.0% |
| 3Y | +394.5% | +110.7% | +283.8% | +318.8% |
| 5Y | +213.5% | +86.9% | +126.5% | +169.8% |
| All | +1,333.1% | +105.7% | +1,227.4% | +1,104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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