+216.7%
CRWD vs D
+8.5%
+208.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | -2.3% | +0.8% | -3.1% | -2.3% |
| 30D | -2.1% | -0.7% | -1.3% | -2.1% |
| 3M | +27.5% | +2.1% | +25.4% | +27.6% |
| 6M | +95.8% | +6.8% | +89.0% | +95.7% |
| YTD | +79.2% | +16.5% | +62.7% | +79.4% |
| 1Y | +96.3% | +19.2% | +77.1% | +96.3% |
| 3Y | +399.8% | +61.9% | +337.9% | +382.4% |
| 5Y | +216.7% | +6.5% | +210.2% | +237.0% |
| All | +216.7% | +8.5% | +208.2% | +237.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling