+213.5%
CRWD vs RSP
+50.2%
+163.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | +0.3% |
| 7D | +2.2% | -1.8% | +4.0% | +4.8% |
| 30D | -7.7% | -2.5% | -5.2% | -4.4% |
| 3M | +28.9% | +3.0% | +25.9% | +23.6% |
| 6M | +91.5% | +8.9% | +82.6% | +69.6% |
| YTD | +77.3% | +13.0% | +64.4% | +48.9% |
| 1Y | +96.3% | +16.2% | +80.0% | +58.1% |
| 3Y | +394.5% | +52.7% | +341.8% | +166.0% |
| 5Y | +213.5% | +50.5% | +163.0% | +75.8% |
| All | +213.5% | +50.2% | +163.3% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 5y: compounded portfolio wealth divided by compounded RSP 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…
5y analysis · Full analysis span regression · 6 months rolling