+69.0%
CRWD vs D
+11.4%
+57.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.4% |
| 7D | -5.0% | -2.4% | -2.5% | -5.5% |
| 30D | -12.9% | +9.0% | -21.9% | -11.3% |
| 3M | +3.2% | +1.0% | +2.3% | +4.8% |
| 6M | +69.0% | +11.0% | +58.0% | +73.2% |
| All | +69.0% | +11.4% | +57.6% | +73.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling