+225.5%
CRWD vs USFR
+20.6%
+205.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -3.0% | +0.1% | -3.1% | -3.2% |
| 30D | -6.8% | +0.4% | -7.1% | -7.2% |
| 3M | +19.6% | +1.0% | +18.5% | +17.8% |
| 6M | +87.1% | +2.0% | +85.1% | +81.9% |
| YTD | +76.4% | +2.8% | +73.7% | +69.0% |
| 1Y | +90.8% | +4.1% | +86.7% | +77.5% |
| 3Y | +380.0% | +14.1% | +365.8% | +286.2% |
| All | +225.5% | +20.6% | +205.0% | +148.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling