+80.6%
CRWD vs ROK
+25.3%
+55.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -9.6% | 0.0% | -9.6% | -9.6% |
| 30D | -11.6% | -2.5% | -9.1% | -11.2% |
| 3M | +14.1% | 0.0% | +14.1% | +14.1% |
| 6M | +105.4% | +11.6% | +93.9% | +96.9% |
| YTD | +105.6% | +15.2% | +90.5% | +93.8% |
| 1Y | +80.6% | +25.0% | +55.5% | +61.9% |
| All | +80.6% | +25.3% | +55.3% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling