+90.8%
CRWD vs ROL
-37.8%
+128.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -0.9% |
| 7D | -3.0% | -3.2% | +0.2% | -3.7% |
| 30D | -6.8% | -4.9% | -1.9% | -7.8% |
| 3M | +19.6% | -25.8% | +45.4% | +12.0% |
| 6M | +87.1% | -37.6% | +124.6% | +70.8% |
| YTD | +76.4% | -41.5% | +117.9% | +61.2% |
| 1Y | +90.8% | -39.5% | +130.3% | +76.3% |
| All | +90.8% | -37.8% | +128.6% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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