+80.6%
CRWD vs SFM
-35.8%
+116.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.6% | -5.1% | -1.2% |
| 7D | -9.6% | -12.3% | +2.6% | -10.0% |
| 30D | -11.6% | -16.2% | +4.6% | -12.4% |
| 3M | +14.1% | -36.8% | +50.9% | +9.1% |
| 6M | +105.4% | -32.6% | +138.0% | +96.8% |
| YTD | +105.6% | -31.7% | +137.4% | +96.7% |
| 1Y | +80.6% | -35.0% | +115.5% | +71.6% |
| All | +80.6% | -35.8% | +116.4% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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