+1,333.1%
CRWD vs QID
-97.4%
+1,430.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -0.8% |
| 7D | +2.2% | -1.9% | +4.1% | +1.0% |
| 30D | -7.7% | +1.7% | -9.4% | -6.1% |
| 3M | +28.9% | -3.9% | +32.8% | +29.0% |
| 6M | +91.5% | -30.0% | +121.5% | +60.4% |
| YTD | +77.3% | -28.2% | +105.5% | +52.5% |
| 1Y | +96.3% | -35.6% | +131.9% | +60.8% |
| 3Y | +394.5% | -74.3% | +468.8% | +178.3% |
| 5Y | +213.5% | -80.8% | +294.3% | +95.2% |
| All | +1,333.1% | -97.4% | +1,430.5% | +237.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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