+1,462.8%
CRWD vs ROP
+37.4%
+1,425.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.7% |
| 7D | +4.5% | +0.7% | +3.8% | +4.0% |
| 30D | -9.1% | +28.8% | -37.9% | -22.5% |
| 3M | +0.5% | +21.1% | -20.6% | -11.2% |
| 6M | +61.1% | +52.5% | +8.6% | +21.4% |
| YTD | +93.4% | +8.9% | +84.5% | +79.7% |
| 1Y | +71.1% | +8.2% | +62.9% | +59.5% |
| 3Y | +351.1% | -5.2% | +356.2% | +356.2% |
| 5Y | +218.8% | +1.7% | +217.1% | +205.2% |
| All | +1,462.8% | +37.4% | +1,425.5% | +1,158.8% |
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