+80.6%
CRWD vs RJF
+7.8%
+72.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -2.5% |
| 7D | -9.6% | +7.2% | -16.8% | -11.2% |
| 30D | -11.6% | +4.9% | -16.5% | -12.6% |
| 3M | +14.1% | -5.5% | +19.6% | +16.6% |
| 6M | +105.4% | +8.0% | +97.5% | +101.3% |
| YTD | +105.6% | +6.2% | +99.5% | +98.1% |
| 1Y | +80.6% | +7.8% | +72.8% | +72.9% |
| All | +80.6% | +7.8% | +72.7% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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