+453.3%
CRWD vs DASH
-5.2%
+458.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.5% | +1.6% |
| 7D | +5.8% | -4.1% | +9.9% | +7.6% |
| 30D | -12.0% | -10.6% | -1.4% | -8.7% |
| 3M | +3.6% | -18.8% | +22.4% | +10.8% |
| 6M | +68.3% | +11.2% | +57.1% | +55.5% |
| YTD | +96.2% | -23.8% | +120.0% | +111.3% |
| 1Y | +68.4% | -12.2% | +80.6% | +69.9% |
| 3Y | +368.4% | +97.3% | +271.1% | +227.5% |
| 5Y | +223.4% | -29.8% | +253.3% | +185.5% |
| All | +453.3% | -5.2% | +458.5% | +345.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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