+1,348.4%
CRWD vs RIG
-1.2%
+1,349.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | -2.3% | -2.7% | +0.4% | -2.2% |
| 30D | -2.1% | +9.5% | -11.6% | -3.0% |
| 3M | +27.5% | -6.6% | +34.2% | +28.0% |
| 6M | +95.8% | -2.9% | +98.7% | +95.5% |
| YTD | +79.2% | +39.5% | +39.7% | +72.6% |
| 1Y | +96.3% | +82.3% | +14.0% | +83.9% |
| 3Y | +399.8% | -29.6% | +429.4% | +395.1% |
| 5Y | +216.7% | +63.2% | +153.6% | +187.0% |
| All | +1,348.4% | -1.2% | +1,349.6% | +1,214.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling