+106.7%
CRWD vs DG
+23.4%
+83.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -0.9% |
| 7D | -2.4% | +8.4% | -10.8% | -2.9% |
| 30D | +1.5% | +4.9% | -3.4% | +1.1% |
| 3M | +18.5% | +29.3% | -10.8% | +16.8% |
| 6M | +109.1% | -11.3% | +120.3% | +104.9% |
| YTD | +81.8% | +1.8% | +80.1% | +79.8% |
| 1Y | +106.7% | +25.3% | +81.3% | +106.6% |
| All | +106.7% | +23.4% | +83.2% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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