+80.6%
CRWD vs RIO
+29.3%
+51.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.6% | -5.1% | -2.1% |
| 7D | -9.6% | -1.6% | -8.0% | -9.3% |
| 30D | -11.6% | -11.6% | 0.0% | -9.6% |
| 3M | +14.1% | -12.7% | +26.8% | +16.3% |
| 6M | +105.4% | -12.4% | +117.8% | +108.2% |
| YTD | +105.6% | +11.0% | +94.6% | +99.0% |
| 1Y | +80.6% | +30.8% | +49.7% | +61.4% |
| All | +80.6% | +29.3% | +51.2% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 1y: compounded portfolio wealth divided by compounded RIO 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…
1y analysis · Full analysis span regression · 6 months rolling