+382.4%
CRWD vs DFNS
-99.9%
+482.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.6% | -1.1% |
| 7D | +2.2% | +4.6% | -2.5% | +2.2% |
| 30D | -7.7% | -73.9% | +66.2% | -8.2% |
| 3M | +28.9% | -71.7% | +100.6% | +30.3% |
| 6M | +91.5% | -94.6% | +186.0% | +92.1% |
| YTD | +77.3% | -98.1% | +175.4% | +77.0% |
| 1Y | +96.3% | -98.3% | +194.6% | +96.1% |
| All | +382.4% | -99.9% | +482.3% | +412.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling