+689.1%
CRWD vs QS
-47.0%
+736.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.6% | +5.6% | -0.2% |
| 7D | +2.2% | -4.2% | +6.4% | +2.7% |
| 30D | -7.7% | -15.7% | +8.0% | -5.7% |
| 3M | +28.9% | -28.7% | +57.6% | +34.0% |
| 6M | +91.5% | -23.2% | +114.7% | +95.8% |
| YTD | +77.3% | -49.9% | +127.2% | +90.7% |
| 1Y | +96.3% | -38.8% | +135.1% | +102.7% |
| 3Y | +394.5% | -24.0% | +418.5% | +356.2% |
| 5Y | +213.5% | -75.6% | +289.1% | +208.2% |
| All | +689.1% | -47.0% | +736.1% | +894.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling