+1,485.3%
CRWD vs RRC
+702.6%
+782.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.5% |
| 7D | +5.8% | +2.5% | +3.3% | +5.4% |
| 30D | -12.0% | +21.1% | -33.1% | -14.5% |
| 3M | +3.6% | +28.4% | -24.7% | -0.2% |
| 6M | +68.3% | +26.5% | +41.9% | +62.1% |
| YTD | +96.2% | +47.0% | +49.1% | +84.4% |
| 1Y | +68.4% | +35.2% | +33.3% | +60.0% |
| 3Y | +368.4% | +61.0% | +307.4% | +331.3% |
| 5Y | +223.4% | +133.6% | +89.8% | +180.1% |
| All | +1,485.3% | +702.6% | +782.8% | +1,246.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling