+1,340.4%
CRWD vs RCAT
+68.3%
+1,272.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | -2.8% | -5.4% | +2.5% | -2.6% |
| 30D | -5.9% | -24.2% | +18.3% | -4.7% |
| 3M | +29.0% | -25.8% | +54.8% | +30.5% |
| 6M | +91.5% | -44.9% | +136.4% | +95.1% |
| YTD | +78.2% | +1.9% | +76.3% | +75.9% |
| 1Y | +96.6% | -5.2% | +101.8% | +93.0% |
| 3Y | +397.0% | +759.6% | -362.6% | +326.7% |
| 5Y | +218.9% | +187.5% | +31.3% | +178.5% |
| All | +1,340.4% | +68.3% | +1,272.1% | +946.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling