+1,476.4%
CRWD vs QLD
+598.8%
+877.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.8% | -1.4% | +1.2% |
| 7D | -5.5% | -1.4% | -4.0% | -4.7% |
| 30D | -16.9% | -19.6% | +2.7% | -5.0% |
| 3M | +6.6% | -14.1% | +20.7% | +16.9% |
| 6M | +73.2% | -13.6% | +86.9% | +87.0% |
| YTD | +95.1% | +12.5% | +82.5% | +76.9% |
| 1Y | +69.4% | +13.1% | +56.2% | +53.0% |
| 3Y | +379.3% | +154.7% | +224.6% | +156.5% |
| 5Y | +211.9% | +81.1% | +130.8% | +92.6% |
| All | +1,476.4% | +598.8% | +877.6% | +259.9% |
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