+1,476.4%
CRWD vs D
+26.0%
+1,450.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.4% |
| 7D | -5.5% | +0.8% | -6.2% | -5.6% |
| 30D | -16.9% | +10.7% | -27.6% | -18.0% |
| 3M | +6.6% | +2.3% | +4.3% | +6.3% |
| 6M | +73.2% | +12.5% | +60.8% | +70.2% |
| YTD | +95.1% | +20.1% | +75.0% | +89.6% |
| 1Y | +69.4% | +15.6% | +53.8% | +65.5% |
| 3Y | +379.3% | +75.2% | +304.1% | +324.1% |
| 5Y | +211.9% | +14.6% | +197.3% | +205.9% |
| All | +1,476.4% | +26.0% | +1,450.4% | +1,249.0% |
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