+225.5%
CRWD vs RVTY
-33.1%
+258.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.1% |
| 7D | -3.0% | -4.5% | +1.6% | -1.2% |
| 30D | -6.8% | +5.5% | -12.2% | -8.9% |
| 3M | +19.6% | +22.5% | -2.9% | +9.2% |
| 6M | +87.1% | +38.9% | +48.2% | +60.4% |
| YTD | +76.4% | +28.7% | +47.7% | +55.6% |
| 1Y | +90.8% | +45.5% | +45.3% | +58.6% |
| 3Y | +380.0% | +16.4% | +363.6% | +310.1% |
| All | +225.5% | -33.1% | +258.6% | +300.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 5y: compounded portfolio wealth divided by compounded RVTY 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…
5y analysis · Full analysis span regression · 6 months rolling