+653.6%
CRWD vs RKT
-11.2%
+664.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.6% |
| 7D | +2.2% | -1.0% | +3.1% | +2.3% |
| 30D | -7.7% | -2.4% | -5.3% | -7.4% |
| 3M | +28.9% | +1.9% | +27.0% | +28.1% |
| 6M | +91.5% | -13.9% | +105.3% | +94.0% |
| YTD | +77.3% | -30.6% | +107.9% | +85.2% |
| 1Y | +96.3% | -34.4% | +130.6% | +105.9% |
| 3Y | +394.5% | +38.2% | +356.3% | +325.2% |
| 5Y | +213.5% | -9.7% | +223.1% | +170.7% |
| All | +653.6% | -11.2% | +664.8% | +541.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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