+380.0%
CRWD vs RSG
+57.7%
+322.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -6.8% | +4.0% | -10.7% | -7.3% |
| 3M | +19.6% | +7.4% | +12.2% | +17.8% |
| 6M | +87.1% | +0.1% | +87.0% | +88.1% |
| YTD | +76.4% | +6.0% | +70.4% | +74.2% |
| 1Y | +90.8% | -3.0% | +93.8% | +94.5% |
| 3Y | +380.0% | +56.5% | +323.5% | +362.1% |
| All | +380.0% | +57.7% | +322.3% | +362.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 3y: compounded portfolio wealth divided by compounded RSG 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…
3y analysis · Full analysis span regression · 6 months rolling