+106.7%
CRWD vs DE
+49.4%
+57.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.9% |
| 7D | -2.4% | +10.0% | -12.5% | -1.7% |
| 30D | +1.5% | +13.3% | -11.8% | +2.6% |
| 3M | +18.5% | +17.5% | +1.0% | +20.2% |
| 6M | +109.1% | +13.6% | +95.5% | +111.8% |
| YTD | +81.8% | +49.8% | +32.1% | +86.9% |
| 1Y | +106.7% | +47.9% | +58.8% | +123.3% |
| All | +106.7% | +49.4% | +57.3% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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