+387.6%
CRWD vs DIA
+59.2%
+328.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | +0.1% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -2.1% | -2.1% | 0.0% | +1.0% |
| 3M | +27.5% | +4.2% | +23.4% | +20.8% |
| 6M | +95.8% | +11.9% | +83.9% | +67.2% |
| YTD | +79.2% | +10.8% | +68.4% | +55.1% |
| 1Y | +96.3% | +17.5% | +78.7% | +55.5% |
| All | +387.6% | +59.2% | +328.3% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 3y: compounded portfolio wealth divided by compounded DIA 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…
3y analysis · Full analysis span regression · 6 months rolling