+1,485.3%
CRWD vs QLD
+617.8%
+867.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.8% |
| 7D | +5.8% | +12.5% | -6.7% | -1.7% |
| 30D | -12.0% | -15.7% | +3.7% | -2.4% |
| 3M | +3.6% | -11.9% | +15.6% | +11.9% |
| 6M | +68.3% | -10.3% | +78.6% | +77.4% |
| YTD | +96.2% | +15.6% | +80.6% | +74.9% |
| 1Y | +68.4% | +12.1% | +56.3% | +52.9% |
| 3Y | +368.4% | +150.7% | +217.7% | +152.9% |
| 5Y | +223.4% | +86.6% | +136.8% | +96.0% |
| All | +1,485.3% | +617.8% | +867.5% | +255.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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