+228.9%
CRWD vs ROST
+109.1%
+119.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.8% | -2.5% | -0.4% | -1.8% |
| 30D | -5.9% | -10.3% | +4.4% | -1.8% |
| 3M | +29.0% | -2.6% | +31.6% | +29.4% |
| 6M | +91.5% | +6.5% | +84.9% | +82.9% |
| YTD | +78.2% | +25.9% | +52.3% | +56.7% |
| 1Y | +96.6% | +52.3% | +44.3% | +56.8% |
| 3Y | +397.0% | +94.6% | +302.5% | +242.6% |
| All | +228.9% | +109.1% | +119.8% | +99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling