+1,462.8%
CRWD vs DRI
+136.6%
+1,326.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +4.5% | +1.1% | +3.4% | +4.2% |
| 30D | -9.1% | +9.7% | -18.8% | -11.1% |
| 3M | +0.5% | +3.2% | -2.7% | -0.6% |
| 6M | +61.1% | +20.6% | +40.6% | +53.1% |
| YTD | +93.4% | +28.3% | +65.1% | +79.2% |
| 1Y | +71.1% | +34.5% | +36.6% | +56.4% |
| 3Y | +351.1% | +66.5% | +284.5% | +283.3% |
| 5Y | +218.8% | +79.6% | +139.2% | +163.1% |
| All | +1,462.8% | +136.6% | +1,326.3% | +1,391.7% |
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