+1,369.7%
CRWD vs D
+21.6%
+1,348.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.7% |
| 7D | -2.4% | +0.4% | -2.9% | -2.5% |
| 30D | +1.5% | -3.6% | +5.1% | +2.0% |
| 3M | +18.5% | -1.0% | +19.5% | +18.6% |
| 6M | +109.1% | +6.3% | +102.8% | +106.8% |
| YTD | +81.8% | +14.7% | +67.1% | +77.9% |
| 1Y | +106.7% | +16.9% | +89.7% | +101.3% |
| 3Y | +428.7% | +56.8% | +371.9% | +377.4% |
| 5Y | +206.4% | +5.2% | +201.2% | +205.5% |
| All | +1,369.7% | +21.6% | +1,348.1% | +1,162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling