+213.5%
CRWD vs RL
+233.3%
-19.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | +0.4% |
| 7D | +2.2% | -0.3% | +2.4% | +2.3% |
| 30D | -7.7% | -17.5% | +9.8% | +0.3% |
| 3M | +28.9% | -14.0% | +42.9% | +36.5% |
| 6M | +91.5% | -2.0% | +93.4% | +86.2% |
| YTD | +77.3% | -4.6% | +81.9% | +74.5% |
| 1Y | +96.3% | +9.5% | +86.8% | +78.6% |
| 3Y | +394.5% | +200.5% | +194.0% | +156.3% |
| 5Y | +213.5% | +226.3% | -12.8% | +48.0% |
| All | +213.5% | +233.3% | -19.8% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling