+380.0%
CRWD vs DT
+7.2%
+372.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -8.1% |
| 3M | +19.6% | +26.5% | -6.9% | +2.2% |
| 6M | +87.1% | +35.9% | +51.1% | +51.1% |
| YTD | +76.4% | +17.8% | +58.6% | +56.1% |
| 1Y | +90.8% | +4.1% | +86.8% | +82.0% |
| 3Y | +380.0% | +5.3% | +374.7% | +349.2% |
| All | +380.0% | +7.2% | +372.7% | +349.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling