+1,369.7%
CRWD vs RRC
+553.5%
+816.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.4% | +1.3% | -3.7% | -2.6% |
| 30D | +1.5% | +10.1% | -8.6% | +0.1% |
| 3M | +18.5% | +4.0% | +14.5% | +17.7% |
| 6M | +109.1% | +1.6% | +107.5% | +107.8% |
| YTD | +81.8% | +19.7% | +62.1% | +76.4% |
| 1Y | +106.7% | +21.4% | +85.2% | +99.6% |
| 3Y | +428.7% | +29.7% | +399.0% | +402.3% |
| 5Y | +206.4% | +153.9% | +52.5% | +166.0% |
| All | +1,369.7% | +553.5% | +816.2% | +1,188.2% |
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