+380.0%
CRWD vs DBX
+27.0%
+353.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.8% |
| 7D | -3.0% | +2.1% | -5.1% | -4.1% |
| 30D | -6.8% | +5.7% | -12.5% | -9.3% |
| 3M | +19.6% | +31.8% | -12.2% | +3.5% |
| 6M | +87.1% | +37.5% | +49.6% | +56.7% |
| YTD | +76.4% | +27.9% | +48.5% | +53.3% |
| 1Y | +90.8% | +15.0% | +75.8% | +73.3% |
| 3Y | +380.0% | +27.2% | +352.8% | +285.8% |
| All | +380.0% | +27.0% | +353.0% | +285.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 3y: compounded portfolio wealth divided by compounded DBX 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…
3y analysis · Full analysis span regression · 6 months rolling