+1,369.7%
CRWD vs VFC
-80.5%
+1,450.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -1.3% |
| 7D | -2.4% | -1.6% | -0.8% | -2.1% |
| 30D | +1.5% | -11.6% | +13.2% | +3.9% |
| 3M | +18.5% | -18.1% | +36.6% | +22.3% |
| 6M | +109.1% | -27.4% | +136.4% | +119.2% |
| YTD | +81.8% | -24.8% | +106.7% | +89.0% |
| 1Y | +106.7% | -8.2% | +114.9% | +104.1% |
| 3Y | +428.7% | -29.1% | +457.8% | +409.7% |
| 5Y | +206.4% | -79.2% | +285.5% | +298.2% |
| All | +1,369.7% | -80.5% | +1,450.2% | +1,718.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling