+1,348.4%
CRWD vs RIOT
+786.9%
+561.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.6% | -1.8% |
| 7D | -2.3% | +25.1% | -27.5% | -6.1% |
| 30D | -2.1% | +8.5% | -10.5% | -3.9% |
| 3M | +27.5% | -13.4% | +40.9% | +28.2% |
| 6M | +95.8% | +57.1% | +38.7% | +75.5% |
| YTD | +79.2% | +75.7% | +3.5% | +55.6% |
| 1Y | +96.3% | +65.6% | +30.6% | +69.3% |
| 3Y | +399.8% | +103.3% | +296.5% | +270.6% |
| 5Y | +216.7% | -26.7% | +243.5% | +140.4% |
| All | +1,348.4% | +786.9% | +561.6% | +414.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 RIOT 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