+216.7%
CRWD vs DIS
-41.2%
+258.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -2.3% | -1.1% | -1.3% | -1.9% |
| 30D | -2.1% | +0.1% | -2.2% | -2.9% |
| 3M | +27.5% | +7.1% | +20.4% | +21.1% |
| 6M | +95.8% | +4.3% | +91.6% | +87.4% |
| YTD | +79.2% | -6.9% | +86.2% | +82.7% |
| 1Y | +96.3% | -10.3% | +106.6% | +103.6% |
| 3Y | +399.8% | +32.8% | +367.0% | +265.0% |
| 5Y | +216.7% | -41.5% | +258.2% | +298.2% |
| All | +216.7% | -41.2% | +258.0% | +298.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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