+213.5%
CRWD vs JD
-60.9%
+274.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.7% |
| 7D | +2.2% | -3.0% | +5.1% | +2.7% |
| 30D | -7.7% | -19.3% | +11.6% | -4.5% |
| 3M | +28.9% | -6.0% | +34.9% | +29.8% |
| 6M | +91.5% | +1.8% | +89.7% | +89.3% |
| YTD | +77.3% | -2.6% | +79.9% | +76.4% |
| 1Y | +96.3% | -17.4% | +113.7% | +101.0% |
| 3Y | +394.5% | -8.6% | +403.1% | +375.7% |
| 5Y | +213.5% | -61.6% | +275.1% | +256.5% |
| All | +213.5% | -60.9% | +274.3% | +256.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling