+216.7%
CRWD vs RY
+140.3%
+76.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -0.9% |
| 7D | -2.3% | +2.7% | -5.1% | -4.2% |
| 30D | -2.1% | -1.0% | -1.1% | -1.5% |
| 3M | +27.5% | +7.6% | +19.9% | +20.9% |
| 6M | +95.8% | +29.5% | +66.4% | +61.9% |
| YTD | +79.2% | +24.2% | +55.0% | +52.4% |
| 1Y | +96.3% | +46.4% | +49.9% | +47.0% |
| 3Y | +399.8% | +159.4% | +240.4% | +135.1% |
| 5Y | +216.7% | +141.8% | +74.9% | +57.7% |
| All | +216.7% | +140.3% | +76.4% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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