+62.7%
CRWD vs RRC
+37.3%
+25.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.7% | -6.2% | -9.5% |
| 7D | -16.8% | -6.9% | -10.0% | -16.3% |
| 30D | -22.1% | +25.4% | -47.5% | -22.7% |
| 3M | +3.5% | +31.9% | -28.4% | +2.3% |
| 6M | +82.3% | +17.2% | +65.1% | +81.4% |
| YTD | +85.3% | +43.4% | +41.9% | +78.8% |
| 1Y | +62.7% | +36.7% | +25.9% | +57.1% |
| All | +62.7% | +37.3% | +25.3% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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