+1,348.4%
CRWD vs ROK
+206.6%
+1,141.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.0% |
| 7D | -2.3% | +2.8% | -5.1% | -3.4% |
| 30D | -2.1% | -2.4% | +0.3% | -1.2% |
| 3M | +27.5% | -4.7% | +32.2% | +29.2% |
| 6M | +95.8% | +16.8% | +79.1% | +81.2% |
| YTD | +79.2% | +11.4% | +67.9% | +68.6% |
| 1Y | +96.3% | +26.2% | +70.1% | +75.4% |
| 3Y | +399.8% | +51.9% | +347.9% | +298.8% |
| 5Y | +216.7% | +46.4% | +170.4% | +145.6% |
| All | +1,348.4% | +206.6% | +1,141.8% | +768.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling