+382.4%
CRWD vs DPZ
-12.8%
+395.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.3% |
| 7D | +2.2% | -7.3% | +9.4% | +3.5% |
| 30D | -7.7% | -7.6% | -0.1% | -6.6% |
| 3M | +28.9% | +1.8% | +27.1% | +27.0% |
| 6M | +91.5% | -21.8% | +113.3% | +102.3% |
| YTD | +77.3% | -22.0% | +99.3% | +87.2% |
| 1Y | +96.3% | -28.6% | +124.9% | +113.4% |
| All | +382.4% | -12.8% | +395.3% | +380.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 3y: compounded portfolio wealth divided by compounded DPZ 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…
3y analysis · Full analysis span regression · 6 months rolling