+1,457.0%
CRWD vs MOD
+638.3%
+818.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.9% |
| 7D | -7.7% | -17.8% | +10.1% | -5.9% |
| 30D | -17.9% | -43.2% | +25.3% | -12.7% |
| 3M | +0.3% | -46.0% | +46.3% | +6.8% |
| 6M | +71.1% | -62.2% | +133.4% | +88.2% |
| YTD | +92.6% | -22.8% | +115.4% | +91.3% |
| 1Y | +62.0% | -35.5% | +97.4% | +64.0% |
| 3Y | +360.0% | +128.2% | +231.8% | +305.9% |
| 5Y | +220.7% | +791.6% | -570.9% | +156.7% |
| All | +1,457.0% | +638.3% | +818.6% | +1,051.2% |
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