+90.8%
CRWD vs DT
+6.2%
+84.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | -3.0% | -1.6% | -1.4% | -2.0% |
| 30D | -6.8% | +3.0% | -9.8% | -7.9% |
| 3M | +19.6% | +26.5% | -6.9% | +2.6% |
| 6M | +87.1% | +35.9% | +51.1% | +51.5% |
| YTD | +76.4% | +17.8% | +58.6% | +53.0% |
| 1Y | +90.8% | +4.1% | +86.8% | +74.4% |
| All | +90.8% | +6.2% | +84.6% | +74.4% |
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