+218.9%
CRWD vs DLR
+39.0%
+179.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.4% |
| 7D | -2.8% | -1.3% | -1.6% | -2.3% |
| 30D | -5.9% | -2.9% | -3.0% | -4.7% |
| 3M | +29.0% | +3.2% | +25.8% | +25.3% |
| 6M | +91.5% | +3.9% | +87.6% | +83.8% |
| YTD | +78.2% | +21.4% | +56.8% | +56.6% |
| 1Y | +96.6% | +9.7% | +87.0% | +82.1% |
| 3Y | +397.0% | +56.5% | +340.5% | +265.9% |
| 5Y | +218.9% | +41.5% | +177.4% | +148.6% |
| All | +218.9% | +39.0% | +179.9% | +148.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling