+68.4%
CRWD vs QLD
+10.8%
+57.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | +5.8% | +12.5% | -6.7% | -1.3% |
| 30D | -12.0% | -15.7% | +3.7% | -3.3% |
| 3M | +3.6% | -11.9% | +15.6% | +11.1% |
| 6M | +68.3% | -10.3% | +78.6% | +76.9% |
| YTD | +96.2% | +15.6% | +80.6% | +80.4% |
| 1Y | +68.4% | +12.1% | +56.3% | +57.8% |
| All | +68.4% | +10.8% | +57.7% | +57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling