+80.6%
CRWD vs DG
+45.3%
+35.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.5% | -10.0% | -1.5% |
| 7D | -9.6% | +12.3% | -21.9% | -9.7% |
| 30D | -11.6% | +19.3% | -30.9% | -12.4% |
| 3M | +14.1% | +11.9% | +2.2% | +13.3% |
| 6M | +105.4% | +25.0% | +80.5% | +102.2% |
| YTD | +105.6% | +8.7% | +96.9% | +102.3% |
| 1Y | +80.6% | +44.7% | +35.9% | +82.3% |
| All | +80.6% | +45.3% | +35.3% | +82.3% |
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