+1,325.8%
CRWD vs RUN
-47.1%
+1,372.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -3.0% | -3.7% | +0.7% | -2.4% |
| 30D | -6.8% | -13.0% | +6.2% | -4.8% |
| 3M | +19.6% | -31.8% | +51.4% | +26.5% |
| 6M | +87.1% | -32.2% | +119.3% | +96.5% |
| YTD | +76.4% | -53.5% | +129.9% | +93.4% |
| 1Y | +90.8% | -46.5% | +137.3% | +101.6% |
| 3Y | +380.0% | -37.6% | +417.6% | +274.9% |
| 5Y | +215.6% | -80.9% | +296.5% | +201.9% |
| All | +1,325.8% | -47.1% | +1,372.9% | +663.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling