+1,325.8%
CRWD vs ROST
+150.4%
+1,175.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.7% |
| 7D | -3.0% | +0.2% | -3.2% | -3.1% |
| 30D | -6.8% | -6.9% | +0.1% | -5.0% |
| 3M | +19.6% | -3.3% | +22.9% | +20.2% |
| 6M | +87.1% | +9.0% | +78.0% | +80.1% |
| YTD | +76.4% | +28.9% | +47.6% | +60.5% |
| 1Y | +90.8% | +54.0% | +36.8% | +63.2% |
| 3Y | +380.0% | +100.7% | +279.3% | +273.8% |
| 5Y | +215.6% | +116.0% | +99.6% | +132.4% |
| All | +1,325.8% | +150.4% | +1,175.4% | +777.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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