+80.6%
CRWD vs RRX
+30.0%
+50.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -1.6% |
| 7D | -9.6% | +7.6% | -17.3% | -9.3% |
| 30D | -11.6% | +7.5% | -19.1% | -11.4% |
| 3M | +14.1% | -21.0% | +35.1% | +12.5% |
| 6M | +105.4% | -18.1% | +123.5% | +102.3% |
| YTD | +105.6% | +24.3% | +81.4% | +112.3% |
| 1Y | +80.6% | +29.3% | +51.2% | +87.4% |
| All | +80.6% | +30.0% | +50.5% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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