+80.6%
CRWD vs FRMI
-93.1%
+173.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -10.6% | +9.1% | -0.9% |
| 7D | -9.6% | -39.7% | +30.1% | -7.0% |
| 30D | -11.6% | -55.2% | +43.6% | -7.7% |
| 3M | +14.1% | -71.2% | +85.3% | +21.3% |
| 6M | +105.4% | -64.1% | +169.5% | +112.8% |
| YTD | +105.6% | -77.2% | +182.9% | +117.0% |
| 1Y | +80.6% | -93.2% | +173.7% | +104.5% |
| All | +80.6% | -93.1% | +173.7% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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