+90.8%
CRWD vs DG
+19.2%
+71.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -3.0% | -6.5% | +3.5% | -2.6% |
| 30D | -6.8% | +4.2% | -10.9% | -6.8% |
| 3M | +19.6% | +9.5% | +10.1% | +19.0% |
| 6M | +87.1% | -13.1% | +100.2% | +84.2% |
| YTD | +76.4% | -4.8% | +81.3% | +75.1% |
| 1Y | +90.8% | +20.6% | +70.2% | +93.6% |
| All | +90.8% | +19.2% | +71.7% | +93.6% |
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