+415.3%
CRWD vs QLD
+178.0%
+237.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | -2.4% | +0.6% | -3.0% | -2.7% |
| 30D | +1.5% | -0.1% | +1.7% | +2.0% |
| 3M | +18.5% | -8.4% | +26.9% | +24.3% |
| 6M | +109.1% | +32.2% | +76.9% | +69.8% |
| YTD | +81.8% | +28.9% | +52.9% | +50.2% |
| 1Y | +106.7% | +43.8% | +62.8% | +57.8% |
| All | +415.3% | +178.0% | +237.3% | +140.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling