+256.7%
CRWD vs VFC
-68.3%
+325.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.7% | -2.0% |
| 7D | +4.5% | +1.6% | +2.9% | +4.1% |
| 30D | -9.1% | +25.5% | -34.6% | -13.1% |
| 3M | +0.5% | +41.3% | -40.8% | -6.4% |
| 6M | +61.1% | +22.2% | +38.9% | +53.0% |
| YTD | +93.4% | +16.4% | +77.0% | +84.2% |
| 1Y | +71.1% | +38.4% | +32.7% | +56.3% |
| 3Y | +351.1% | +56.2% | +294.8% | +257.5% |
| All | +256.7% | -68.3% | +325.0% | +510.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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