+384.9%
CRWD vs ROK
+48.6%
+336.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.9% |
| 7D | -2.8% | -1.6% | -1.2% | -2.3% |
| 30D | -5.9% | -5.4% | -0.4% | -4.1% |
| 3M | +29.0% | -4.0% | +32.9% | +30.1% |
| 6M | +91.5% | +13.3% | +78.1% | +80.1% |
| YTD | +78.2% | +9.3% | +68.9% | +69.7% |
| 1Y | +96.6% | +25.8% | +70.8% | +77.5% |
| All | +384.9% | +48.6% | +336.3% | +285.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling