+285.5%
CRWD vs RGTI
+53.1%
+232.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -5.9% | -16.2% | +10.3% | -4.3% |
| 3M | +29.0% | -22.0% | +51.0% | +31.6% |
| 6M | +91.5% | -10.8% | +102.2% | +90.0% |
| YTD | +78.2% | -31.6% | +109.8% | +80.6% |
| 1Y | +96.6% | -6.4% | +103.0% | +89.2% |
| 3Y | +397.0% | +665.7% | -268.6% | +214.2% |
| 5Y | +218.9% | +55.6% | +163.2% | +182.2% |
| All | +285.5% | +53.1% | +232.3% | +205.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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