+1,325.8%
CRWD vs ROK
+206.1%
+1,119.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.7% |
| 7D | -3.0% | -1.2% | -1.7% | -2.5% |
| 30D | -6.8% | -4.8% | -2.0% | -5.0% |
| 3M | +19.6% | -6.1% | +25.7% | +21.9% |
| 6M | +87.1% | +15.5% | +71.6% | +73.8% |
| YTD | +76.4% | +11.2% | +65.2% | +66.1% |
| 1Y | +90.8% | +23.8% | +67.0% | +71.8% |
| 3Y | +380.0% | +53.1% | +326.9% | +281.6% |
| 5Y | +215.6% | +48.3% | +167.3% | +143.9% |
| All | +1,325.8% | +206.1% | +1,119.7% | +755.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling