+384.9%
CRWD vs FTI
+264.2%
+120.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.4% |
| 7D | -2.8% | -5.6% | +2.8% | -1.1% |
| 30D | -5.9% | +0.4% | -6.3% | -6.0% |
| 3M | +29.0% | +8.1% | +20.9% | +25.4% |
| 6M | +91.5% | +16.7% | +74.8% | +80.0% |
| YTD | +78.2% | +70.0% | +8.3% | +45.7% |
| 1Y | +96.6% | +85.4% | +11.2% | +54.8% |
| All | +384.9% | +264.2% | +120.7% | +226.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling