+106.7%
CRWD vs RCL
-23.9%
+130.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.9% |
| 7D | -2.4% | -5.1% | +2.7% | -2.5% |
| 30D | +1.5% | -19.0% | +20.6% | +1.5% |
| 3M | +18.5% | -9.6% | +28.1% | +18.3% |
| 6M | +109.1% | -6.7% | +115.8% | +108.4% |
| YTD | +81.8% | -3.9% | +85.8% | +82.5% |
| 1Y | +106.7% | -25.1% | +131.8% | +116.1% |
| All | +106.7% | -23.9% | +130.6% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 1y: compounded portfolio wealth divided by compounded RCL 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…
1y analysis · Full analysis span regression · 6 months rolling