+218.9%
CRWD vs ROP
-16.6%
+235.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | -2.8% | -8.0% | +5.2% | +2.8% |
| 30D | -5.9% | -2.7% | -3.1% | -4.0% |
| 3M | +29.0% | +16.6% | +12.4% | +13.5% |
| 6M | +91.5% | +10.4% | +81.1% | +75.5% |
| YTD | +78.2% | -12.1% | +90.3% | +94.1% |
| 1Y | +96.6% | -23.6% | +120.3% | +139.4% |
| 3Y | +397.0% | -19.3% | +416.3% | +465.0% |
| 5Y | +218.9% | -15.4% | +234.2% | +230.6% |
| All | +218.9% | -16.6% | +235.4% | +230.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling