+1,369.7%
CRWD vs RL
+254.2%
+1,115.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.4% |
| 7D | -2.4% | -0.8% | -1.6% | -2.2% |
| 30D | +1.5% | -7.8% | +9.3% | +3.8% |
| 3M | +18.5% | -4.0% | +22.5% | +19.2% |
| 6M | +109.1% | -1.9% | +111.0% | +106.2% |
| YTD | +81.8% | -0.2% | +82.0% | +78.4% |
| 1Y | +106.7% | +10.7% | +96.0% | +95.7% |
| 3Y | +428.7% | +210.8% | +217.9% | +272.5% |
| 5Y | +206.4% | +238.2% | -31.9% | +107.9% |
| All | +1,369.7% | +254.2% | +1,115.5% | +908.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling