+228.9%
CRWD vs QS
-75.4%
+304.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -2.8% | -5.0% | +2.1% | -1.9% |
| 30D | -5.9% | -18.3% | +12.4% | -2.0% |
| 3M | +29.0% | -26.0% | +55.0% | +36.1% |
| 6M | +91.5% | -24.0% | +115.5% | +98.2% |
| YTD | +78.2% | -50.3% | +128.5% | +99.7% |
| 1Y | +96.6% | -38.0% | +134.6% | +104.1% |
| 3Y | +397.0% | -24.6% | +421.6% | +314.6% |
| All | +228.9% | -75.4% | +304.3% | +230.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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