+1,340.4%
CRWD vs DRI
+112.9%
+1,227.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -2.8% | -4.8% | +2.0% | -1.8% |
| 30D | -5.9% | -5.2% | -0.7% | -5.0% |
| 3M | +29.0% | +2.7% | +26.2% | +27.4% |
| 6M | +91.5% | +3.6% | +87.9% | +88.0% |
| YTD | +78.2% | +15.4% | +62.8% | +69.4% |
| 1Y | +96.6% | +1.3% | +95.4% | +92.3% |
| 3Y | +397.0% | +53.1% | +343.9% | +330.5% |
| 5Y | +218.9% | +64.6% | +154.3% | +168.8% |
| All | +1,340.4% | +112.9% | +1,227.5% | +1,310.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling