+1,325.8%
CRWD vs DG
+1.8%
+1,324.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | -3.0% | -6.5% | +3.5% | -2.2% |
| 30D | -6.8% | +4.2% | -10.9% | -7.2% |
| 3M | +19.6% | +9.5% | +10.1% | +18.0% |
| 6M | +87.1% | -13.1% | +100.2% | +89.4% |
| YTD | +76.4% | -4.8% | +81.3% | +76.5% |
| 1Y | +90.8% | +20.6% | +70.2% | +84.7% |
| 3Y | +380.0% | +4.9% | +375.0% | +364.6% |
| 5Y | +215.6% | -37.9% | +253.5% | +260.4% |
| All | +1,325.8% | +1.8% | +1,324.0% | +1,034.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling