+1,369.7%
CRWD vs RVTY
+42.3%
+1,327.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -2.4% | +1.1% | -3.5% | -3.0% |
| 30D | +1.5% | +13.2% | -11.7% | -4.4% |
| 3M | +18.5% | +27.2% | -8.7% | +4.6% |
| 6M | +109.1% | +32.4% | +76.7% | +78.7% |
| YTD | +81.8% | +34.9% | +47.0% | +53.3% |
| 1Y | +106.7% | +52.4% | +54.3% | +62.6% |
| 3Y | +428.7% | +12.3% | +416.4% | +353.8% |
| 5Y | +206.4% | -30.8% | +237.2% | +260.3% |
| All | +1,369.7% | +42.3% | +1,327.3% | +729.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling