+1,325.8%
CRWD vs USFR
+22.5%
+1,303.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -3.0% | +0.1% | -3.1% | -2.9% |
| 30D | -6.8% | +0.4% | -7.1% | -6.6% |
| 3M | +19.6% | +1.0% | +18.5% | +20.4% |
| 6M | +87.1% | +2.0% | +85.1% | +89.7% |
| YTD | +76.4% | +2.8% | +73.7% | +79.6% |
| 1Y | +90.8% | +4.1% | +86.7% | +95.1% |
| 3Y | +380.0% | +14.1% | +365.8% | +426.8% |
| 5Y | +215.6% | +20.6% | +195.1% | +276.5% |
| All | +1,325.8% | +22.5% | +1,303.3% | +1,876.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling