+80.6%
CRWD vs ROP
+10.4%
+70.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.4% | -2.2% |
| 7D | -9.6% | +11.7% | -21.3% | -11.7% |
| 30D | -11.6% | +35.5% | -47.1% | -17.9% |
| 3M | +14.1% | +25.6% | -11.5% | +8.9% |
| 6M | +105.4% | +39.3% | +66.2% | +88.1% |
| YTD | +105.6% | +11.6% | +94.0% | +93.2% |
| 1Y | +80.6% | +10.6% | +69.9% | +70.2% |
| All | +80.6% | +10.4% | +70.1% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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