+225.5%
CRWD vs RGEN
-44.2%
+269.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -3.0% | -1.4% | -1.5% | -2.5% |
| 30D | -6.8% | -0.3% | -6.5% | -6.8% |
| 3M | +19.6% | +23.9% | -4.3% | +9.9% |
| 6M | +87.1% | +38.5% | +48.5% | +63.2% |
| YTD | +76.4% | +0.8% | +75.6% | +72.4% |
| 1Y | +90.8% | +38.2% | +52.6% | +64.5% |
| 3Y | +380.0% | +1.3% | +378.7% | +328.7% |
| All | +225.5% | -44.2% | +269.7% | +230.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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