+1,348.4%
CRWD vs DLR
+102.9%
+1,245.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | -2.3% | +3.4% | -5.7% | -3.7% |
| 30D | -2.1% | -2.2% | +0.2% | -1.2% |
| 3M | +27.5% | +4.7% | +22.8% | +23.6% |
| 6M | +95.8% | +9.0% | +86.8% | +85.2% |
| YTD | +79.2% | +24.1% | +55.1% | +59.2% |
| 1Y | +96.3% | +20.9% | +75.3% | +75.7% |
| 3Y | +399.8% | +60.0% | +339.8% | +287.4% |
| 5Y | +216.7% | +35.3% | +181.4% | +156.0% |
| All | +1,348.4% | +102.9% | +1,245.5% | +834.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling