+1,369.7%
CRWD vs DIA
+133.7%
+1,235.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.3% |
| 7D | -2.4% | -0.2% | -2.2% | -2.2% |
| 30D | +1.5% | -1.5% | +3.1% | +3.2% |
| 3M | +18.5% | +3.8% | +14.8% | +14.7% |
| 6M | +109.1% | +10.3% | +98.8% | +89.8% |
| YTD | +81.8% | +12.1% | +69.7% | +62.7% |
| 1Y | +106.7% | +18.6% | +88.0% | +75.1% |
| 3Y | +428.7% | +60.6% | +368.1% | +244.2% |
| 5Y | +206.4% | +64.4% | +141.9% | +97.9% |
| All | +1,369.7% | +133.7% | +1,235.9% | +554.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling