+218.2%
CRWD vs FRSH
-72.5%
+290.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -3.0% | -6.6% | +3.6% | -0.1% |
| 30D | -6.8% | +2.1% | -8.9% | -7.5% |
| 3M | +19.6% | +29.0% | -9.4% | +6.1% |
| 6M | +87.1% | +48.6% | +38.5% | +55.6% |
| YTD | +76.4% | -2.9% | +79.4% | +74.6% |
| 1Y | +90.8% | -7.9% | +98.7% | +92.7% |
| 3Y | +380.0% | -46.5% | +426.5% | +480.4% |
| All | +218.2% | -72.5% | +290.7% | +286.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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