+1,369.7%
CRWD vs ADP
+96.8%
+1,272.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | +0.3% |
| 7D | -2.4% | -3.4% | +1.0% | -0.5% |
| 30D | +1.5% | +2.8% | -1.2% | 0.0% |
| 3M | +18.5% | +20.9% | -2.4% | +5.5% |
| 6M | +109.1% | +29.9% | +79.2% | +78.3% |
| YTD | +81.8% | +9.6% | +72.2% | +70.7% |
| 1Y | +106.7% | -5.3% | +111.9% | +109.9% |
| 3Y | +428.7% | +16.5% | +412.2% | +373.6% |
| 5Y | +206.4% | +49.4% | +157.0% | +142.4% |
| All | +1,369.7% | +96.8% | +1,272.8% | +945.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling