+1,462.8%
CRWD vs RCL
+177.5%
+1,285.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +4.5% | -1.2% | +5.7% | +4.7% |
| 30D | -9.1% | +17.8% | -26.9% | -12.2% |
| 3M | +0.5% | +4.9% | -4.5% | -0.9% |
| 6M | +61.1% | +23.7% | +37.4% | +53.2% |
| YTD | +93.4% | +17.8% | +75.6% | +82.7% |
| 1Y | +71.1% | +28.9% | +42.2% | +58.1% |
| 3Y | +351.1% | +241.9% | +109.2% | +242.4% |
| 5Y | +218.8% | +295.4% | -76.6% | +124.5% |
| All | +1,462.8% | +177.5% | +1,285.3% | +1,090.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling