+382.4%
CRWD vs JD
-8.1%
+390.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.8% |
| 7D | +2.2% | -3.0% | +5.1% | +2.4% |
| 30D | -7.7% | -19.3% | +11.6% | -5.8% |
| 3M | +28.9% | -6.0% | +34.9% | +29.4% |
| 6M | +91.5% | +1.8% | +89.7% | +89.8% |
| YTD | +77.3% | -2.6% | +79.9% | +76.6% |
| 1Y | +96.3% | -17.4% | +113.7% | +99.4% |
| All | +382.4% | -8.1% | +390.5% | +401.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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