+1,369.7%
CRWD vs ROL
+56.8%
+1,312.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -2.4% | -1.4% | -1.0% | -1.8% |
| 30D | +1.5% | -4.1% | +5.6% | +3.1% |
| 3M | +18.5% | -22.5% | +41.0% | +31.0% |
| 6M | +109.1% | -37.7% | +146.7% | +153.7% |
| YTD | +81.8% | -39.6% | +121.4% | +122.1% |
| 1Y | +106.7% | -36.0% | +142.7% | +143.2% |
| 3Y | +428.7% | -5.1% | +433.8% | +387.3% |
| 5Y | +206.4% | -3.4% | +209.7% | +169.6% |
| All | +1,369.7% | +56.8% | +1,312.8% | +821.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling