+1,325.8%
CRWD vs RIG
-2.7%
+1,328.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.9% |
| 7D | -3.0% | -3.1% | +0.1% | -2.7% |
| 30D | -6.8% | -0.5% | -6.3% | -6.8% |
| 3M | +19.6% | -6.0% | +25.6% | +19.9% |
| 6M | +87.1% | -10.1% | +97.2% | +88.1% |
| YTD | +76.4% | +37.3% | +39.1% | +70.2% |
| 1Y | +90.8% | +73.9% | +16.9% | +79.6% |
| 3Y | +380.0% | -30.2% | +410.2% | +375.9% |
| 5Y | +215.6% | +62.5% | +153.2% | +186.2% |
| All | +1,325.8% | -2.7% | +1,328.5% | +1,195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling