+80.6%
CRWD vs DD
+49.3%
+31.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.2% |
| 7D | -9.6% | +8.7% | -18.3% | -10.8% |
| 30D | -11.6% | +15.3% | -26.9% | -13.5% |
| 3M | +14.1% | +5.9% | +8.2% | +13.3% |
| 6M | +105.4% | +11.6% | +93.9% | +101.5% |
| YTD | +105.6% | +26.5% | +79.1% | +97.6% |
| 1Y | +80.6% | +35.4% | +45.2% | +74.1% |
| All | +80.6% | +49.3% | +31.2% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling