+1,340.4%
CRWD vs QSR
+46.3%
+1,294.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -2.8% | -4.7% | +1.9% | -1.3% |
| 30D | -5.9% | +4.3% | -10.2% | -7.5% |
| 3M | +29.0% | +5.4% | +23.5% | +25.8% |
| 6M | +91.5% | +8.2% | +83.3% | +84.6% |
| YTD | +78.2% | +14.1% | +64.1% | +68.1% |
| 1Y | +96.6% | +28.1% | +68.5% | +76.9% |
| 3Y | +397.0% | +25.3% | +371.7% | +344.2% |
| 5Y | +218.9% | +40.4% | +178.5% | +167.7% |
| All | +1,340.4% | +46.3% | +1,294.1% | +876.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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