+351.1%
CRWD vs ROL
+5.9%
+345.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.4% |
| 7D | +4.5% | +3.0% | +1.5% | +4.5% |
| 30D | -9.1% | +19.8% | -28.9% | -9.3% |
| 3M | +0.5% | +7.9% | -7.4% | +0.6% |
| 6M | +61.1% | -25.6% | +86.8% | +66.0% |
| YTD | +93.4% | -34.1% | +127.5% | +101.8% |
| 1Y | +71.1% | -31.4% | +102.5% | +76.8% |
| 3Y | +351.1% | +4.7% | +346.4% | +286.0% |
| All | +351.1% | +5.9% | +345.2% | +286.0% |
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