+218.9%
CRWD vs RIG
+58.5%
+160.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.3% |
| 7D | -2.8% | -4.2% | +1.3% | -2.2% |
| 30D | -5.9% | -0.7% | -5.2% | -5.9% |
| 3M | +29.0% | -4.0% | +33.0% | +29.2% |
| 6M | +91.5% | -6.3% | +97.8% | +91.9% |
| YTD | +78.2% | +39.7% | +38.5% | +67.1% |
| 1Y | +96.6% | +78.1% | +18.5% | +76.6% |
| 3Y | +397.0% | -29.5% | +426.5% | +388.7% |
| 5Y | +218.9% | +65.3% | +153.5% | +169.5% |
| All | +218.9% | +58.5% | +160.4% | +169.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling