+213.5%
CRWD vs CDW
-23.8%
+237.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.3% |
| 7D | +2.2% | -4.2% | +6.4% | +4.4% |
| 30D | -7.7% | +4.9% | -12.6% | -9.7% |
| 3M | +28.9% | +7.3% | +21.6% | +22.5% |
| 6M | +91.5% | +19.2% | +72.3% | +67.3% |
| YTD | +77.3% | +6.2% | +71.1% | +64.0% |
| 1Y | +96.3% | -14.0% | +110.3% | +105.6% |
| 3Y | +394.5% | -30.0% | +424.5% | +463.2% |
| 5Y | +213.5% | -23.6% | +237.1% | +202.9% |
| All | +213.5% | -23.8% | +237.3% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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