+64.0%
CRWD vs QLD
+9.9%
+54.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.8% | -1.4% | +1.4% |
| 7D | -5.5% | -1.4% | -4.0% | -4.7% |
| 30D | -16.9% | -19.6% | +2.7% | -6.1% |
| 3M | +6.6% | -14.1% | +20.7% | +16.1% |
| 6M | +73.2% | -13.6% | +86.9% | +86.1% |
| YTD | +95.1% | +12.5% | +82.5% | +82.2% |
| All | +64.0% | +9.9% | +54.1% | +56.8% |
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