+256.7%
CRWD vs RSP
+48.2%
+208.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.7% |
| 7D | +4.5% | +2.4% | +2.1% | +1.2% |
| 30D | -9.1% | +4.3% | -13.4% | -14.2% |
| 3M | +0.5% | -0.3% | +0.8% | +1.0% |
| 6M | +61.1% | +9.8% | +51.3% | +41.4% |
| YTD | +93.4% | +16.8% | +76.5% | +54.7% |
| 1Y | +71.1% | +19.5% | +51.6% | +32.3% |
| 3Y | +351.1% | +65.1% | +285.9% | +114.0% |
| All | +256.7% | +48.2% | +208.4% | +101.9% |
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