+1,340.4%
CRWD vs ADP
+89.5%
+1,250.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -2.8% | -5.7% | +2.9% | +0.4% |
| 30D | -5.9% | -1.4% | -4.5% | -5.2% |
| 3M | +29.0% | +16.6% | +12.4% | +17.2% |
| 6M | +91.5% | +24.9% | +66.5% | +66.9% |
| YTD | +78.2% | +5.6% | +72.6% | +70.8% |
| 1Y | +96.6% | -6.0% | +102.7% | +100.5% |
| 3Y | +397.0% | +14.5% | +382.6% | +349.4% |
| 5Y | +218.9% | +47.9% | +171.0% | +154.6% |
| All | +1,340.4% | +89.5% | +1,250.9% | +946.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling