+1,348.4%
CRWD vs RTX
+200.2%
+1,148.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.2% |
| 7D | -2.3% | -3.1% | +0.7% | -1.5% |
| 30D | -2.1% | -10.6% | +8.5% | +0.8% |
| 3M | +27.5% | +11.6% | +15.9% | +23.8% |
| 6M | +95.8% | -4.5% | +100.3% | +97.4% |
| YTD | +79.2% | +9.6% | +69.6% | +73.6% |
| 1Y | +96.3% | +30.8% | +65.4% | +80.8% |
| 3Y | +399.8% | +152.8% | +246.9% | +282.7% |
| 5Y | +216.7% | +167.1% | +49.6% | +141.6% |
| All | +1,348.4% | +200.2% | +1,148.2% | +1,069.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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