+225.5%
CRWD vs DBX
+11.7%
+213.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -2.0% |
| 7D | -3.0% | +2.1% | -5.1% | -4.4% |
| 30D | -6.8% | +5.7% | -12.5% | -10.1% |
| 3M | +19.6% | +31.8% | -12.2% | -1.3% |
| 6M | +87.1% | +37.5% | +49.6% | +48.0% |
| YTD | +76.4% | +27.9% | +48.5% | +46.8% |
| 1Y | +90.8% | +15.0% | +75.8% | +68.5% |
| 3Y | +380.0% | +27.2% | +352.8% | +267.4% |
| All | +225.5% | +11.7% | +213.8% | +144.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling