+1,485.3%
CRWD vs DRI
+135.7%
+1,349.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | +5.8% | -0.3% | +6.2% | +5.9% |
| 30D | -12.0% | +10.8% | -22.8% | -14.1% |
| 3M | +3.6% | +0.9% | +2.7% | +3.0% |
| 6M | +68.3% | +16.3% | +52.0% | +61.3% |
| YTD | +96.2% | +27.8% | +68.4% | +82.0% |
| 1Y | +68.4% | +33.9% | +34.6% | +54.2% |
| 3Y | +368.4% | +67.2% | +301.2% | +297.5% |
| 5Y | +223.4% | +79.0% | +144.4% | +167.1% |
| All | +1,485.3% | +135.7% | +1,349.6% | +1,414.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling