+218.9%
CRWD vs DD
+57.4%
+161.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -2.8% | -2.9% | +0.1% | -1.5% |
| 30D | -5.9% | -11.5% | +5.6% | -0.5% |
| 3M | +29.0% | -5.4% | +34.4% | +32.0% |
| 6M | +91.5% | -6.9% | +98.4% | +95.4% |
| YTD | +78.2% | +6.9% | +71.3% | +68.5% |
| 1Y | +96.6% | +35.6% | +61.0% | +62.9% |
| 3Y | +397.0% | +42.5% | +354.5% | +285.4% |
| 5Y | +218.9% | +58.5% | +160.4% | +136.4% |
| All | +218.9% | +57.4% | +161.5% | +136.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling