+1,325.8%
CRWD vs RRX
+132.1%
+1,193.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -2.0% |
| 7D | -3.0% | -0.3% | -2.6% | -2.9% |
| 30D | -6.8% | -6.1% | -0.6% | -5.2% |
| 3M | +19.6% | -23.1% | +42.6% | +27.1% |
| 6M | +87.1% | -19.5% | +106.6% | +92.5% |
| YTD | +76.4% | +16.1% | +60.3% | +57.3% |
| 1Y | +90.8% | +12.9% | +77.9% | +70.7% |
| 3Y | +380.0% | +7.9% | +372.0% | +315.1% |
| 5Y | +215.6% | +19.1% | +196.5% | +159.5% |
| All | +1,325.8% | +132.1% | +1,193.7% | +874.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling