+1,369.7%
CRWD vs RSP
+135.1%
+1,234.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.4% |
| 7D | -2.4% | -0.8% | -1.7% | -1.7% |
| 30D | +1.5% | -0.3% | +1.9% | +1.9% |
| 3M | +18.5% | +4.3% | +14.3% | +14.0% |
| 6M | +109.1% | +8.8% | +100.3% | +92.9% |
| YTD | +81.8% | +15.3% | +66.6% | +58.9% |
| 1Y | +106.7% | +18.3% | +88.4% | +76.4% |
| 3Y | +428.7% | +52.8% | +375.9% | +260.4% |
| 5Y | +206.4% | +51.7% | +154.7% | +114.4% |
| All | +1,369.7% | +135.1% | +1,234.6% | +621.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling