+80.6%
CRWD vs DT
-5.1%
+85.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.2% |
| 7D | -9.6% | -25.5% | +15.9% | +8.9% |
| 30D | -11.6% | -22.3% | +10.7% | +3.4% |
| 3M | +14.1% | +2.3% | +11.8% | +11.2% |
| 6M | +105.4% | +20.7% | +84.7% | +78.1% |
| YTD | +105.6% | +7.9% | +97.7% | +83.1% |
| 1Y | +80.6% | -5.7% | +86.3% | +65.6% |
| All | +80.6% | -5.1% | +85.7% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling