+1,348.4%
CRWD vs DG
+4.5%
+1,343.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -1.0% |
| 7D | -2.3% | -2.5% | +0.1% | -2.1% |
| 30D | -2.1% | +1.0% | -3.1% | -2.2% |
| 3M | +27.5% | +20.3% | +7.2% | +24.4% |
| 6M | +95.8% | -11.7% | +107.6% | +97.8% |
| YTD | +79.2% | -2.3% | +81.5% | +78.7% |
| 1Y | +96.3% | +20.0% | +76.3% | +90.1% |
| 3Y | +399.8% | +7.2% | +392.5% | +383.0% |
| 5Y | +216.7% | -37.9% | +254.7% | +265.2% |
| All | +1,348.4% | +4.5% | +1,343.9% | +1,049.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling