+382.4%
CRWD vs ADP
+13.6%
+368.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.6% |
| 7D | +2.2% | -5.7% | +7.8% | +5.1% |
| 30D | -7.7% | -3.1% | -4.6% | -6.2% |
| 3M | +28.9% | +15.6% | +13.3% | +18.7% |
| 6M | +91.5% | +20.8% | +70.7% | +71.2% |
| YTD | +77.3% | +4.7% | +72.6% | +69.5% |
| 1Y | +96.3% | -8.3% | +104.6% | +100.3% |
| All | +382.4% | +13.6% | +368.8% | +370.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling