+1,325.8%
CRWD vs ADI
+309.8%
+1,016.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -5.9% | -3.6% |
| 7D | -3.0% | +4.6% | -7.5% | -5.3% |
| 30D | -6.8% | -1.2% | -5.6% | -6.3% |
| 3M | +19.6% | -7.8% | +27.4% | +23.3% |
| 6M | +87.1% | +19.3% | +67.7% | +63.9% |
| YTD | +76.4% | +40.9% | +35.5% | +38.6% |
| 1Y | +90.8% | +54.5% | +36.3% | +41.4% |
| 3Y | +380.0% | +123.4% | +256.6% | +166.7% |
| 5Y | +215.6% | +142.3% | +73.3% | +65.6% |
| All | +1,325.8% | +309.8% | +1,016.0% | +359.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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