+1,348.4%
CRWD vs SFM
+266.4%
+1,082.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -0.7% |
| 7D | -2.3% | -5.8% | +3.5% | -1.7% |
| 30D | -2.1% | -11.4% | +9.3% | -0.9% |
| 3M | +27.5% | -12.2% | +39.7% | +28.9% |
| 6M | +95.8% | -5.2% | +101.0% | +94.8% |
| YTD | +79.2% | -4.5% | +83.7% | +77.7% |
| 1Y | +96.3% | -45.4% | +141.6% | +110.6% |
| 3Y | +399.8% | +91.1% | +308.7% | +362.3% |
| 5Y | +216.7% | +226.8% | -10.1% | +175.6% |
| All | +1,348.4% | +266.4% | +1,082.0% | +1,176.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling