+80.6%
CRWD vs RNG
+179.4%
-98.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -9.6% | -9.6% | -0.1% | -7.6% |
| 30D | -11.6% | -1.4% | -10.2% | -11.3% |
| 3M | +14.1% | +28.8% | -14.7% | +9.2% |
| 6M | +105.4% | +65.6% | +39.9% | +87.6% |
| YTD | +105.6% | +171.4% | -65.7% | +76.5% |
| 1Y | +80.6% | +185.3% | -104.8% | +51.6% |
| All | +80.6% | +179.4% | -98.9% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling