+382.4%
CRWD vs ROL
-1.5%
+383.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | +2.2% | -3.3% | +5.4% | +2.3% |
| 30D | -7.7% | -7.2% | -0.5% | -7.4% |
| 3M | +28.9% | -27.0% | +55.9% | +31.6% |
| 6M | +91.5% | -39.5% | +131.0% | +100.4% |
| YTD | +77.3% | -41.8% | +119.1% | +86.1% |
| 1Y | +96.3% | -38.9% | +135.1% | +103.5% |
| All | +382.4% | -1.5% | +383.9% | +341.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling