+1,479.7%
CRWD vs RY
+242.3%
+1,237.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | -5.0% | -3.0% | -2.0% | -3.3% |
| 30D | -12.9% | +6.3% | -19.2% | -15.6% |
| 3M | +3.2% | -2.6% | +5.8% | +4.5% |
| 6M | +69.0% | +13.9% | +55.0% | +57.1% |
| YTD | +95.5% | +21.7% | +73.8% | +74.6% |
| 1Y | +64.6% | +40.4% | +24.1% | +35.5% |
| 3Y | +366.7% | +161.3% | +205.4% | +172.3% |
| 5Y | +226.2% | +126.5% | +99.7% | +105.7% |
| All | +1,479.7% | +242.3% | +1,237.5% | +717.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling