+1,340.4%
CRWD vs RL
+239.5%
+1,100.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -2.8% | -2.2% | -0.7% | -2.2% |
| 30D | -5.9% | -15.3% | +9.5% | -1.4% |
| 3M | +29.0% | -10.3% | +39.3% | +32.4% |
| 6M | +91.5% | -2.2% | +93.7% | +88.9% |
| YTD | +78.2% | -4.3% | +82.5% | +76.9% |
| 1Y | +96.6% | +8.9% | +87.8% | +87.0% |
| 3Y | +397.0% | +201.4% | +195.6% | +253.4% |
| 5Y | +218.9% | +230.6% | -11.7% | +118.6% |
| All | +1,340.4% | +239.5% | +1,100.9% | +899.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling