+380.3%
CRWD vs ROIV
+232.7%
+147.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | -2.4% | +0.6% | -3.1% | -2.5% |
| 30D | +1.5% | +1.0% | +0.6% | +1.4% |
| 3M | +18.5% | +18.3% | +0.3% | +14.8% |
| 6M | +109.1% | +18.3% | +90.8% | +101.8% |
| YTD | +81.8% | +61.0% | +20.9% | +64.9% |
| 1Y | +106.7% | +177.9% | -71.2% | +68.3% |
| 3Y | +428.7% | +199.1% | +229.6% | +315.8% |
| 5Y | +206.4% | +250.7% | -44.3% | +110.6% |
| All | +380.3% | +232.7% | +147.6% | +247.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling