+213.5%
CRWD vs ADP
+43.9%
+169.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.4% |
| 7D | +2.2% | -5.7% | +7.8% | +6.3% |
| 30D | -7.7% | -3.1% | -4.6% | -5.7% |
| 3M | +28.9% | +15.6% | +13.3% | +14.8% |
| 6M | +91.5% | +20.8% | +70.7% | +64.5% |
| YTD | +77.3% | +4.7% | +72.6% | +69.1% |
| 1Y | +96.3% | -8.3% | +104.6% | +105.9% |
| 3Y | +394.5% | +13.6% | +380.9% | +329.6% |
| 5Y | +213.5% | +45.0% | +168.4% | +101.2% |
| All | +213.5% | +43.9% | +169.6% | +101.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling