+220.7%
CRWD vs ROIV
+403.5%
-182.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | -7.7% | +14.3% | -22.0% | -10.3% |
| 30D | -17.9% | +16.2% | -34.1% | -20.5% |
| 3M | +0.3% | +15.1% | -14.9% | -3.1% |
| 6M | +71.1% | +44.2% | +26.9% | +57.3% |
| YTD | +92.6% | +89.8% | +2.8% | +66.5% |
| 1Y | +62.0% | +94.6% | -32.6% | +39.0% |
| 3Y | +360.0% | +367.5% | -7.5% | +227.5% |
| 5Y | +220.7% | +421.4% | -200.7% | +84.1% |
| All | +220.7% | +403.5% | -182.8% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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