+1,479.7%
CRWD vs D
+25.7%
+1,454.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.5% |
| 7D | -5.0% | -2.4% | -2.5% | -4.7% |
| 30D | -12.9% | +9.0% | -21.9% | -13.9% |
| 3M | +3.2% | +1.0% | +2.3% | +3.1% |
| 6M | +69.0% | +11.0% | +58.0% | +66.3% |
| YTD | +95.5% | +19.8% | +75.7% | +90.1% |
| 1Y | +64.6% | +16.0% | +48.6% | +60.7% |
| 3Y | +366.7% | +74.4% | +292.4% | +313.3% |
| 5Y | +226.2% | +13.5% | +212.6% | +220.7% |
| All | +1,479.7% | +25.7% | +1,454.1% | +1,252.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling