+1,348.4%
CRWD vs ADI
+292.9%
+1,055.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | -2.3% | +2.4% | -4.8% | -3.6% |
| 30D | -2.1% | -6.6% | +4.5% | +1.5% |
| 3M | +27.5% | -9.8% | +37.3% | +33.1% |
| 6M | +95.8% | +15.7% | +80.2% | +74.6% |
| YTD | +79.2% | +35.1% | +44.1% | +44.1% |
| 1Y | +96.3% | +47.7% | +48.6% | +49.1% |
| 3Y | +399.8% | +114.5% | +285.3% | +184.1% |
| 5Y | +216.7% | +141.2% | +75.5% | +66.4% |
| All | +1,348.4% | +292.9% | +1,055.5% | +377.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling