+1,395.9%
CRWD vs MOD
+592.0%
+803.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -0.8% |
| 7D | -13.4% | -25.5% | +12.2% | -10.6% |
| 30D | -18.3% | -49.0% | +30.7% | -12.1% |
| 3M | +4.6% | -49.8% | +54.4% | +12.3% |
| 6M | +85.4% | -64.8% | +150.1% | +105.5% |
| YTD | +85.1% | -27.6% | +112.7% | +85.2% |
| 1Y | +62.9% | -35.2% | +98.1% | +64.8% |
| 3Y | +364.5% | +137.1% | +227.4% | +310.3% |
| 5Y | +217.3% | +760.3% | -543.0% | +155.8% |
| All | +1,395.9% | +592.0% | +803.8% | +1,014.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling