+195.9%
CRWD vs RY
+123.7%
+72.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.7% |
| 7D | -13.4% | -0.9% | -12.5% | -12.8% |
| 30D | -18.3% | +5.9% | -24.1% | -21.3% |
| 3M | +4.6% | -4.3% | +8.9% | +7.6% |
| 6M | +85.4% | +12.1% | +73.2% | +70.3% |
| YTD | +85.1% | +20.3% | +64.8% | +60.8% |
| 1Y | +62.9% | +41.0% | +21.9% | +25.1% |
| 3Y | +364.5% | +157.5% | +207.0% | +118.6% |
| All | +195.9% | +123.7% | +72.2% | +59.2% |
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