+1,369.7%
CRWD vs JD
+17.4%
+1,352.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -1.4% |
| 7D | -2.4% | -1.7% | -0.8% | -2.0% |
| 30D | +1.5% | -13.2% | +14.7% | +5.1% |
| 3M | +18.5% | -3.2% | +21.7% | +19.0% |
| 6M | +109.1% | +15.2% | +93.9% | +98.7% |
| YTD | +81.8% | +2.0% | +79.9% | +78.2% |
| 1Y | +106.7% | -5.4% | +112.0% | +106.3% |
| 3Y | +428.7% | -9.1% | +437.8% | +396.5% |
| 5Y | +206.4% | -59.6% | +266.0% | +251.9% |
| All | +1,369.7% | +17.4% | +1,352.2% | +674.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling