+266.5%
CRWD vs RDW
-0.7%
+267.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.6% |
| 7D | -3.0% | +0.9% | -3.8% | -3.2% |
| 30D | -6.8% | -21.3% | +14.5% | -3.2% |
| 3M | +19.6% | -37.9% | +57.4% | +27.4% |
| 6M | +87.1% | +12.3% | +74.8% | +73.9% |
| YTD | +76.4% | +39.7% | +36.7% | +53.3% |
| 1Y | +90.8% | +25.7% | +65.1% | +64.3% |
| 3Y | +380.0% | +230.8% | +149.1% | +190.7% |
| 5Y | +215.6% | -8.8% | +224.4% | +118.0% |
| All | +266.5% | -0.7% | +267.3% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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