+1,333.1%
CRWD vs RJF
+249.2%
+1,083.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.8% |
| 7D | +2.2% | -0.3% | +2.4% | +2.3% |
| 30D | -7.7% | -2.0% | -5.7% | -6.9% |
| 3M | +28.9% | +16.3% | +12.5% | +21.6% |
| 6M | +91.5% | +16.9% | +74.6% | +79.8% |
| YTD | +77.3% | +10.4% | +66.9% | +69.6% |
| 1Y | +96.3% | +7.4% | +88.9% | +89.6% |
| 3Y | +394.5% | +72.2% | +322.3% | +303.9% |
| 5Y | +213.5% | +105.1% | +108.4% | +145.3% |
| All | +1,333.1% | +249.2% | +1,083.9% | +899.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling