+80.6%
CRWD vs ADP
+20.3%
+60.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -2.4% |
| 7D | -9.6% | +6.4% | -16.0% | -11.7% |
| 30D | -11.6% | +16.6% | -28.2% | -17.8% |
| 3M | +14.1% | +12.9% | +1.2% | +8.0% |
| 6M | +105.4% | +45.7% | +59.8% | +66.2% |
| YTD | +105.6% | +20.6% | +85.0% | +72.3% |
| 1Y | +80.6% | +20.5% | +60.1% | +50.2% |
| All | +80.6% | +20.3% | +60.2% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling