+1,172.7%
CRWD vs RVMD
+636.2%
+536.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | +2.2% | -0.7% | +2.9% | +2.3% |
| 30D | -7.7% | +0.3% | -8.1% | -7.7% |
| 3M | +28.9% | +38.9% | -10.0% | +20.0% |
| 6M | +91.5% | +108.1% | -16.7% | +60.5% |
| YTD | +77.3% | +160.7% | -83.4% | +38.8% |
| 1Y | +96.3% | +407.3% | -311.0% | +31.1% |
| 3Y | +394.5% | +546.6% | -152.1% | +193.9% |
| 5Y | +213.5% | +579.8% | -366.3% | +65.7% |
| All | +1,172.7% | +636.2% | +536.5% | +471.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling