+357.5%
CRWD vs RRC
+58.8%
+298.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.5% |
| 7D | +5.8% | +2.5% | +3.3% | +5.2% |
| 30D | -12.0% | +21.1% | -33.1% | -15.8% |
| 3M | +3.6% | +28.4% | -24.7% | -2.4% |
| 6M | +68.3% | +26.5% | +41.9% | +58.7% |
| YTD | +96.2% | +47.0% | +49.1% | +76.1% |
| 1Y | +68.4% | +35.2% | +33.3% | +54.6% |
| All | +357.5% | +58.8% | +298.7% | +328.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling