+155.6%
CRWD vs FPS
-13.7%
+169.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -17.3% | +15.8% | +0.4% |
| 7D | -9.6% | -23.3% | +13.7% | -7.2% |
| 30D | -11.6% | -42.4% | +30.8% | -6.9% |
| 3M | +14.1% | -43.0% | +57.1% | +20.6% |
| 6M | +105.4% | -44.5% | +149.9% | +117.9% |
| All | +155.6% | -13.7% | +169.3% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling