+106.7%
CRWD vs RVMD
+430.6%
-324.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.4% | +1.0% | -3.5% | -2.6% |
| 30D | +1.5% | +6.4% | -4.9% | +0.8% |
| 3M | +18.5% | +34.9% | -16.4% | +14.0% |
| 6M | +109.1% | +107.6% | +1.5% | +88.0% |
| YTD | +81.8% | +163.7% | -81.8% | +52.9% |
| 1Y | +106.7% | +439.2% | -332.5% | +46.7% |
| All | +106.7% | +430.6% | -324.0% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling