+106.7%
CRWD vs DLR
+19.9%
+86.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.4% | +1.6% | -4.0% | -2.5% |
| 30D | +1.5% | -3.4% | +4.9% | +1.5% |
| 3M | +18.5% | +0.5% | +18.0% | +18.9% |
| 6M | +109.1% | +4.6% | +104.5% | +104.7% |
| YTD | +81.8% | +23.4% | +58.4% | +68.8% |
| 1Y | +106.7% | +19.0% | +87.6% | +98.5% |
| All | +106.7% | +19.9% | +86.8% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling