+1,325.8%
CRWD vs ROP
+10.9%
+1,314.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.0% | -4.6% | +1.6% | -0.2% |
| 30D | -6.8% | -1.7% | -5.1% | -5.7% |
| 3M | +19.6% | +17.1% | +2.5% | +6.8% |
| 6M | +87.1% | +10.9% | +76.2% | +73.1% |
| YTD | +76.4% | -12.1% | +88.5% | +88.3% |
| 1Y | +90.8% | -24.2% | +115.1% | +123.6% |
| 3Y | +380.0% | -20.4% | +400.4% | +443.9% |
| 5Y | +215.6% | -15.4% | +231.0% | +242.0% |
| All | +1,325.8% | +10.9% | +1,314.9% | +1,219.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling