+218.9%
CRWD vs DT
-27.8%
+246.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.6% |
| 7D | -2.8% | -2.5% | -0.3% | -1.1% |
| 30D | -5.9% | +3.5% | -9.4% | -7.7% |
| 3M | +29.0% | +26.7% | +2.3% | +8.7% |
| 6M | +91.5% | +36.1% | +55.3% | +52.0% |
| YTD | +78.2% | +18.6% | +59.6% | +55.8% |
| 1Y | +96.6% | +7.9% | +88.7% | +82.6% |
| 3Y | +397.0% | +8.6% | +388.4% | +348.0% |
| 5Y | +218.9% | -26.7% | +245.5% | +249.7% |
| All | +218.9% | -27.8% | +246.7% | +249.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling