+1,325.8%
CRWD vs RNG
-41.7%
+1,367.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -3.0% | -6.1% | +3.1% | -0.5% |
| 30D | -6.8% | +9.6% | -16.4% | -10.3% |
| 3M | +19.6% | +83.3% | -63.7% | -9.6% |
| 6M | +87.1% | +77.9% | +9.1% | +41.3% |
| YTD | +76.4% | +139.9% | -63.5% | +11.3% |
| 1Y | +90.8% | +121.7% | -30.8% | +23.8% |
| 3Y | +380.0% | +121.9% | +258.1% | +181.9% |
| 5Y | +215.6% | -68.4% | +284.0% | +340.0% |
| All | +1,325.8% | -41.7% | +1,367.4% | +1,378.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling