+1,369.7%
CRWD vs QLD
+700.4%
+669.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +24.0% |
| 6M | +109.1% | +32.2% | +76.9% | +72.6% |
| YTD | +81.8% | +28.9% | +52.9% | +52.5% |
| 1Y | +106.7% | +43.8% | +62.8% | +61.6% |
| 3Y | +428.7% | +176.6% | +252.1% | +169.7% |
| 5Y | +206.4% | +121.6% | +84.8% | +68.6% |
| All | +1,369.7% | +700.4% | +669.3% | +210.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling