+1,369.7%
CRWD vs ROP
+16.3%
+1,353.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | +1.3% |
| 7D | -2.4% | -4.4% | +2.0% | +0.4% |
| 30D | +1.5% | +3.2% | -1.7% | -0.3% |
| 3M | +18.5% | +23.1% | -4.5% | +2.7% |
| 6M | +109.1% | +13.3% | +95.8% | +91.0% |
| YTD | +81.8% | -7.9% | +89.7% | +88.6% |
| 1Y | +106.7% | -22.1% | +128.7% | +138.3% |
| 3Y | +428.7% | -16.8% | +445.5% | +483.4% |
| 5Y | +206.4% | -13.5% | +219.9% | +226.8% |
| All | +1,369.7% | +16.3% | +1,353.4% | +1,221.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling