+1,348.4%
CRWD vs DBX
+48.4%
+1,300.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | +0.3% |
| 7D | -2.3% | -1.3% | -1.0% | -1.6% |
| 30D | -2.1% | -2.9% | +0.8% | -0.2% |
| 3M | +27.5% | +23.8% | +3.7% | +11.4% |
| 6M | +95.8% | +26.2% | +69.6% | +67.5% |
| YTD | +79.2% | +21.6% | +57.6% | +57.0% |
| 1Y | +96.3% | +11.4% | +84.8% | +79.1% |
| 3Y | +399.8% | +21.3% | +378.5% | +315.1% |
| 5Y | +216.7% | +6.7% | +210.1% | +175.2% |
| All | +1,348.4% | +48.4% | +1,300.1% | +884.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling