+382.4%
CRWD vs ADI
+113.1%
+269.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +2.2% | +2.6% | -0.5% | +1.2% |
| 30D | -7.7% | -4.6% | -3.1% | -6.2% |
| 3M | +28.9% | -9.5% | +38.4% | +32.3% |
| 6M | +91.5% | +14.8% | +76.6% | +77.2% |
| YTD | +77.3% | +35.8% | +41.5% | +50.8% |
| 1Y | +96.3% | +48.9% | +47.3% | +59.6% |
| All | +382.4% | +113.1% | +269.4% | +213.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling