+1,462.8%
CRWD vs CDW
+78.8%
+1,384.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.1% |
| 7D | +4.5% | +9.3% | -4.9% | +0.4% |
| 30D | -9.1% | +14.4% | -23.5% | -14.8% |
| 3M | +0.5% | +21.4% | -20.9% | -8.8% |
| 6M | +61.1% | +72.8% | -11.7% | +22.0% |
| YTD | +93.4% | +28.0% | +65.3% | +64.3% |
| 1Y | +71.1% | +19.3% | +51.7% | +50.6% |
| 3Y | +351.1% | -15.3% | +366.4% | +357.9% |
| 5Y | +218.8% | -3.8% | +222.6% | +200.0% |
| All | +1,462.8% | +78.8% | +1,384.1% | +1,055.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling