+217.3%
CRWD vs SFM
+216.1%
+1.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.9% | -0.6% |
| 7D | +2.2% | -7.2% | +9.3% | +3.1% |
| 30D | -7.7% | -14.3% | +6.6% | -6.2% |
| 3M | +28.9% | -13.7% | +42.6% | +30.5% |
| 6M | +91.5% | -6.0% | +97.5% | +90.1% |
| YTD | +77.3% | -8.2% | +85.6% | +76.4% |
| 1Y | +96.3% | -46.2% | +142.5% | +114.0% |
| 3Y | +394.5% | +83.6% | +310.9% | +357.6% |
| All | +217.3% | +216.1% | +1.2% | +218.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling