+1,369.7%
CRWD vs DRI
+122.5%
+1,247.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | +1.5% | +3.8% | -2.3% | +0.4% |
| 3M | +18.5% | +13.0% | +5.5% | +14.5% |
| 6M | +109.1% | +8.3% | +100.8% | +103.3% |
| YTD | +81.8% | +20.6% | +61.2% | +71.2% |
| 1Y | +106.7% | +6.5% | +100.2% | +99.8% |
| 3Y | +428.7% | +53.7% | +375.0% | +358.2% |
| 5Y | +206.4% | +72.7% | +133.7% | +155.6% |
| All | +1,369.7% | +122.5% | +1,247.2% | +1,324.7% |
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 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