+121.5%
CRWD vs FPS
+12.3%
+109.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.8% | +6.3% | +1.3% |
| 7D | -2.8% | -4.6% | +1.7% | -2.3% |
| 30D | -5.9% | -22.6% | +16.7% | -3.0% |
| 3M | +29.0% | -45.1% | +74.1% | +36.8% |
| 6M | +91.5% | -17.8% | +109.3% | +100.0% |
| All | +121.5% | +12.3% | +109.2% | +122.9% |
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