+213.5%
CRWD vs QLD
+120.6%
+92.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.6% |
| 7D | +2.2% | +1.9% | +0.3% | +0.9% |
| 30D | -7.7% | -1.8% | -5.9% | -6.2% |
| 3M | +28.9% | -0.1% | +29.0% | +27.7% |
| 6M | +91.5% | +32.6% | +58.9% | +54.8% |
| YTD | +77.3% | +27.9% | +49.4% | +46.8% |
| 1Y | +96.3% | +40.3% | +56.0% | +52.1% |
| 3Y | +394.5% | +182.5% | +212.0% | +128.8% |
| 5Y | +213.5% | +122.5% | +91.0% | +60.0% |
| All | +213.5% | +120.6% | +92.8% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling