+1,348.4%
CRWD vs ROST
+148.8%
+1,199.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -2.3% | +0.2% | -2.6% | -2.4% |
| 30D | -2.1% | -10.0% | +7.9% | +0.9% |
| 3M | +27.5% | +1.2% | +26.3% | +26.4% |
| 6M | +95.8% | +8.9% | +86.9% | +88.5% |
| YTD | +79.2% | +28.1% | +51.2% | +63.4% |
| 1Y | +96.3% | +53.0% | +43.3% | +68.3% |
| 3Y | +399.8% | +97.9% | +301.9% | +290.9% |
| 5Y | +216.7% | +112.0% | +104.8% | +134.2% |
| All | +1,348.4% | +148.8% | +1,199.6% | +793.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling