+357.5%
CRWD vs DRI
+67.6%
+289.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.3% |
| 7D | +5.8% | -0.3% | +6.2% | +5.8% |
| 30D | -12.0% | +10.8% | -22.8% | -12.0% |
| 3M | +3.6% | +0.9% | +2.7% | +3.8% |
| 6M | +68.3% | +16.3% | +52.0% | +67.4% |
| YTD | +96.2% | +27.8% | +68.4% | +91.1% |
| 1Y | +68.4% | +33.9% | +34.6% | +62.5% |
| All | +357.5% | +67.6% | +289.9% | +323.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling