+213.5%
CRWD vs DIA
+63.0%
+150.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | 0.0% |
| 7D | +2.2% | -1.2% | +3.4% | +4.1% |
| 30D | -7.7% | -2.7% | -5.0% | -3.9% |
| 3M | +28.9% | +3.3% | +25.6% | +23.3% |
| 6M | +91.5% | +10.4% | +81.0% | +65.3% |
| YTD | +77.3% | +10.0% | +67.3% | +54.0% |
| 1Y | +96.3% | +16.2% | +80.1% | +56.9% |
| 3Y | +394.5% | +58.7% | +335.8% | +148.7% |
| 5Y | +213.5% | +63.6% | +149.9% | +50.9% |
| All | +213.5% | +63.0% | +150.5% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling