+226.2%
CRWD vs JD
-61.0%
+287.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | -5.0% | +0.4% | -5.4% | -5.1% |
| 30D | -12.9% | +4.2% | -17.1% | -13.7% |
| 3M | +3.2% | -12.8% | +16.0% | +5.3% |
| 6M | +69.0% | -8.8% | +77.7% | +70.5% |
| YTD | +95.5% | +0.5% | +95.0% | +93.0% |
| 1Y | +64.6% | -8.8% | +73.3% | +65.4% |
| 3Y | +366.7% | +18.6% | +348.2% | +324.0% |
| 5Y | +226.2% | -62.2% | +288.4% | +277.7% |
| All | +226.2% | -61.0% | +287.2% | +277.7% |
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