+382.4%
CRWD vs SFM
+83.0%
+299.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.9% | -0.6% |
| 7D | +2.2% | -7.2% | +9.3% | +3.0% |
| 30D | -7.7% | -14.3% | +6.6% | -6.4% |
| 3M | +28.9% | -13.7% | +42.6% | +30.3% |
| 6M | +91.5% | -6.0% | +97.5% | +89.5% |
| YTD | +77.3% | -8.2% | +85.6% | +76.0% |
| 1Y | +96.3% | -46.2% | +142.5% | +119.5% |
| All | +382.4% | +83.0% | +299.5% | +400.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling