+1,348.4%
CRWD vs MOD
+1,277.9%
+70.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.3% |
| 7D | -2.3% | +6.3% | -8.7% | -3.0% |
| 30D | -2.1% | -1.7% | -0.4% | -2.0% |
| 3M | +27.5% | -30.1% | +57.6% | +31.9% |
| 6M | +95.8% | +2.7% | +93.1% | +92.2% |
| YTD | +79.2% | +44.1% | +35.1% | +66.8% |
| 1Y | +96.3% | +38.7% | +57.5% | +82.8% |
| 3Y | +399.8% | +309.8% | +90.0% | +314.0% |
| 5Y | +216.7% | +1,569.7% | -1,353.0% | +137.5% |
| All | +1,348.4% | +1,277.9% | +70.5% | +904.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling