+80.6%
CRWD vs FTI
+57.1%
+23.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.3% |
| 7D | -9.6% | -9.7% | 0.0% | -9.1% |
| 30D | -11.6% | -8.2% | -3.4% | -11.2% |
| 3M | +14.1% | -7.8% | +21.9% | +14.3% |
| 6M | +105.4% | -13.4% | +118.9% | +104.9% |
| YTD | +105.6% | +45.1% | +60.6% | +97.5% |
| 1Y | +80.6% | +54.6% | +26.0% | +67.4% |
| All | +80.6% | +57.1% | +23.4% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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