+1,348.4%
CRWD vs DD
+63.7%
+1,284.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -2.3% | -0.6% | -1.8% | -2.2% |
| 30D | -2.1% | -7.4% | +5.4% | +0.6% |
| 3M | +27.5% | -6.4% | +34.0% | +30.3% |
| 6M | +95.8% | -2.5% | +98.3% | +95.9% |
| YTD | +79.2% | +10.2% | +69.0% | +70.8% |
| 1Y | +96.3% | +36.9% | +59.3% | +71.8% |
| 3Y | +399.8% | +47.0% | +352.8% | +317.3% |
| 5Y | +216.7% | +63.1% | +153.6% | +153.2% |
| All | +1,348.4% | +63.7% | +1,284.8% | +796.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling