+1,395.9%
CRWD vs QLD
+554.3%
+841.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.7% | -1.7% |
| 7D | -13.4% | -10.3% | -3.1% | -7.5% |
| 30D | -18.3% | -26.1% | +7.8% | -1.6% |
| 3M | +4.6% | -17.8% | +22.3% | +17.9% |
| 6M | +85.4% | -15.6% | +100.9% | +103.0% |
| YTD | +85.1% | +5.4% | +79.7% | +74.9% |
| 1Y | +62.9% | +5.2% | +57.7% | +53.9% |
| 3Y | +364.5% | +139.4% | +225.1% | +158.4% |
| 5Y | +217.3% | +66.7% | +150.6% | +105.9% |
| All | +1,395.9% | +554.3% | +841.6% | +255.8% |
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 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