+80.6%
CRWD vs DLR
+11.0%
+69.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.5% |
| 7D | -9.6% | +2.8% | -12.5% | -9.6% |
| 30D | -11.6% | +2.8% | -14.4% | -11.6% |
| 3M | +14.1% | -4.0% | +18.1% | +13.5% |
| 6M | +105.4% | -5.6% | +111.0% | +107.4% |
| YTD | +105.6% | +21.9% | +83.7% | +84.1% |
| 1Y | +80.6% | +13.0% | +67.5% | +68.0% |
| All | +80.6% | +11.0% | +69.6% | +68.0% |
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