+697.4%
CRWD vs DFNS
-99.9%
+797.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -1.0% |
| 7D | -3.0% | -6.3% | +3.4% | -3.0% |
| 30D | -6.8% | -74.0% | +67.2% | -7.2% |
| 3M | +19.6% | -70.1% | +89.7% | +20.9% |
| 6M | +87.1% | -93.9% | +181.0% | +87.8% |
| YTD | +76.4% | -98.1% | +174.5% | +76.1% |
| 1Y | +90.8% | -98.3% | +189.1% | +90.6% |
| 3Y | +380.0% | -99.9% | +479.9% | +405.8% |
| 5Y | +215.6% | -99.9% | +315.5% | +243.2% |
| All | +697.4% | -99.9% | +797.2% | +741.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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