+68.3%
CRWD vs FPS
-48.3%
+116.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.8% | +10.2% | +2.0% |
| 7D | +5.8% | +21.6% | -15.8% | +2.0% |
| 30D | -12.0% | -38.8% | +26.8% | -7.1% |
| 3M | +3.6% | -42.1% | +45.8% | +10.8% |
| 6M | +68.3% | -48.5% | +116.8% | +77.9% |
| All | +68.3% | -48.3% | +116.7% | +77.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling