+218.9%
CRWD vs FTV
-3.0%
+221.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +2.0% |
| 7D | -2.8% | -5.2% | +2.4% | +0.6% |
| 30D | -5.9% | -11.5% | +5.6% | +2.0% |
| 3M | +29.0% | -9.0% | +38.0% | +36.0% |
| 6M | +91.5% | -2.0% | +93.5% | +90.3% |
| YTD | +78.2% | -0.9% | +79.2% | +72.7% |
| 1Y | +96.6% | +14.8% | +81.8% | +68.4% |
| 3Y | +397.0% | -5.5% | +402.5% | +387.3% |
| 5Y | +218.9% | -1.9% | +220.7% | +174.5% |
| All | +218.9% | -3.0% | +221.8% | +174.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 5y: compounded portfolio wealth divided by compounded FTV 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…
5y analysis · Full analysis span regression · 6 months rolling