+256.7%
CRWD vs RCAT
+41.8%
+214.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -1.1% |
| 7D | +4.5% | -5.9% | +10.4% | +5.0% |
| 30D | -9.1% | -19.7% | +10.6% | -7.6% |
| 3M | +0.5% | -62.9% | +63.3% | +8.9% |
| 6M | +61.1% | -59.6% | +120.7% | +72.4% |
| YTD | +93.4% | -52.1% | +145.5% | +101.3% |
| 1Y | +71.1% | -50.9% | +122.0% | +77.0% |
| 3Y | +351.1% | +333.8% | +17.3% | +267.8% |
| All | +256.7% | +41.8% | +214.9% | +222.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling