+1,325.8%
CRWD vs DD
+58.3%
+1,267.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -0.9% |
| 7D | -3.0% | -3.5% | +0.5% | -1.8% |
| 30D | -6.8% | -11.7% | +4.9% | -2.7% |
| 3M | +19.6% | -9.2% | +28.8% | +23.5% |
| 6M | +87.1% | -7.2% | +94.3% | +90.5% |
| YTD | +76.4% | +6.6% | +69.8% | +70.1% |
| 1Y | +90.8% | +32.0% | +58.8% | +69.2% |
| 3Y | +380.0% | +42.1% | +337.8% | +305.5% |
| 5Y | +215.6% | +58.1% | +157.6% | +155.2% |
| All | +1,325.8% | +58.3% | +1,267.5% | +793.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling