+384.9%
CRWD vs USFR
+14.1%
+370.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -5.9% | +0.3% | -6.2% | -6.1% |
| 3M | +29.0% | +1.0% | +28.0% | +28.0% |
| 6M | +91.5% | +1.9% | +89.5% | +88.3% |
| YTD | +78.2% | +2.7% | +75.5% | +72.3% |
| 1Y | +96.6% | +4.0% | +92.6% | +83.9% |
| All | +384.9% | +14.1% | +370.8% | +300.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling