+1,340.4%
CRWD vs RRX
+123.8%
+1,216.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.1% |
| 7D | -2.8% | -3.7% | +0.9% | -1.8% |
| 30D | -5.9% | -9.3% | +3.4% | -3.3% |
| 3M | +29.0% | -21.8% | +50.8% | +36.5% |
| 6M | +91.5% | -22.0% | +113.5% | +98.8% |
| YTD | +78.2% | +11.9% | +66.3% | +60.6% |
| 1Y | +96.6% | +11.6% | +85.0% | +76.2% |
| 3Y | +397.0% | +2.2% | +394.8% | +337.3% |
| 5Y | +218.9% | +14.9% | +204.0% | +165.0% |
| All | +1,340.4% | +123.8% | +1,216.6% | +894.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling