+382.4%
CRWD vs RIG
-31.2%
+413.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | +2.2% | -8.2% | +10.4% | +3.6% |
| 30D | -7.7% | -0.2% | -7.5% | -7.9% |
| 3M | +28.9% | -2.7% | +31.6% | +28.9% |
| 6M | +91.5% | -7.5% | +98.9% | +92.3% |
| YTD | +77.3% | +38.3% | +39.1% | +65.4% |
| 1Y | +96.3% | +81.8% | +14.4% | +73.4% |
| All | +382.4% | -31.2% | +413.6% | +362.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling