+225.5%
CRWD vs ROK
+47.1%
+178.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.8% |
| 7D | -3.0% | -1.2% | -1.7% | -2.4% |
| 30D | -6.8% | -4.8% | -2.0% | -4.7% |
| 3M | +19.6% | -6.1% | +25.7% | +22.2% |
| 6M | +87.1% | +15.5% | +71.6% | +71.0% |
| YTD | +76.4% | +11.2% | +65.2% | +63.7% |
| 1Y | +90.8% | +23.8% | +67.0% | +67.6% |
| 3Y | +380.0% | +53.1% | +326.9% | +257.4% |
| All | +225.5% | +47.1% | +178.4% | +125.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling