+216.7%
CRWD vs RACE
+92.4%
+124.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -0.9% |
| 7D | -2.3% | -1.0% | -1.3% | -1.8% |
| 30D | -2.1% | -1.5% | -0.5% | -1.5% |
| 3M | +27.5% | +15.5% | +12.1% | +17.4% |
| 6M | +95.8% | +17.3% | +78.5% | +76.9% |
| YTD | +79.2% | +11.1% | +68.1% | +65.3% |
| 1Y | +96.3% | -14.3% | +110.5% | +108.3% |
| 3Y | +399.8% | +40.2% | +359.6% | +232.6% |
| 5Y | +216.7% | +92.6% | +124.2% | +61.2% |
| All | +216.7% | +92.4% | +124.3% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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