+1,325.8%
CRWD vs FTI
+382.6%
+943.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | -3.0% | -4.4% | +1.4% | -2.3% |
| 30D | -6.8% | +1.5% | -8.3% | -7.0% |
| 3M | +19.6% | +8.2% | +11.4% | +17.7% |
| 6M | +87.1% | +18.8% | +68.3% | +80.8% |
| YTD | +76.4% | +71.7% | +4.7% | +59.7% |
| 1Y | +90.8% | +90.0% | +0.8% | +69.4% |
| 3Y | +380.0% | +270.5% | +109.5% | +281.0% |
| 5Y | +215.6% | +1,084.5% | -868.9% | +108.9% |
| All | +1,325.8% | +382.6% | +943.2% | +801.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling