+721.9%
CRWD vs DFNS
-99.9%
+821.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | -2.4% | -16.0% | +13.6% | -2.5% |
| 30D | +1.5% | -77.7% | +79.2% | +1.0% |
| 3M | +18.5% | -77.2% | +95.7% | +19.7% |
| 6M | +109.1% | -95.2% | +204.3% | +109.6% |
| YTD | +81.8% | -98.0% | +179.8% | +81.5% |
| 1Y | +106.7% | -98.3% | +204.9% | +106.5% |
| 3Y | +428.7% | -99.9% | +528.6% | +457.2% |
| 5Y | +206.4% | -99.9% | +306.2% | +233.5% |
| All | +721.9% | -99.9% | +821.8% | +767.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling