+256.7%
CRWD vs ADP
+49.5%
+207.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.8% |
| 7D | +4.5% | +2.2% | +2.3% | +3.0% |
| 30D | -9.1% | +10.6% | -19.7% | -15.6% |
| 3M | +0.5% | +12.9% | -12.4% | -8.3% |
| 6M | +61.1% | +50.6% | +10.5% | +17.8% |
| YTD | +93.4% | +23.2% | +70.2% | +63.6% |
| 1Y | +71.1% | +25.3% | +45.8% | +42.6% |
| 3Y | +351.1% | +47.1% | +303.9% | +219.0% |
| All | +256.7% | +49.5% | +207.2% | +127.2% |
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