+106.7%
CRWD vs DTE
+3.0%
+103.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -1.2% |
| 7D | -2.4% | +0.2% | -2.6% | -2.3% |
| 30D | +1.5% | -2.6% | +4.1% | +0.4% |
| 3M | +18.5% | -3.9% | +22.4% | +16.6% |
| 6M | +109.1% | -7.9% | +117.0% | +104.1% |
| YTD | +81.8% | +7.2% | +74.7% | +82.3% |
| 1Y | +106.7% | +3.1% | +103.6% | +106.4% |
| All | +106.7% | +3.0% | +103.7% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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