+216.7%
CRWD vs MOD
+1,517.7%
-1,301.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.2% |
| 7D | -2.3% | +6.3% | -8.7% | -3.4% |
| 30D | -2.1% | -1.7% | -0.4% | -1.9% |
| 3M | +27.5% | -30.1% | +57.6% | +34.4% |
| 6M | +95.8% | +2.7% | +93.1% | +89.2% |
| YTD | +79.2% | +44.1% | +35.1% | +58.2% |
| 1Y | +96.3% | +38.7% | +57.5% | +73.0% |
| 3Y | +399.8% | +309.8% | +90.0% | +241.0% |
| 5Y | +216.7% | +1,569.7% | -1,353.0% | +50.2% |
| All | +216.7% | +1,517.7% | -1,301.0% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling