+225.5%
CRWD vs DGX
+66.8%
+158.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.3% |
| 7D | -3.0% | -0.9% | -2.1% | -2.8% |
| 30D | -6.8% | -1.2% | -5.6% | -6.6% |
| 3M | +19.6% | +15.8% | +3.8% | +16.1% |
| 6M | +87.1% | +18.2% | +68.9% | +80.8% |
| YTD | +76.4% | +37.2% | +39.2% | +64.1% |
| 1Y | +90.8% | +30.4% | +60.5% | +79.3% |
| 3Y | +380.0% | +96.7% | +283.3% | +281.8% |
| All | +225.5% | +66.8% | +158.7% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 5y: compounded portfolio wealth divided by compounded DGX 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…
5y analysis · Full analysis span regression · 6 months rolling