+80.6%
CRWD vs DTE
+5.6%
+75.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -0.1% |
| 7D | -9.6% | +4.2% | -13.8% | -7.4% |
| 30D | -11.6% | +10.0% | -21.6% | -6.7% |
| 3M | +14.1% | -2.1% | +16.2% | +13.7% |
| 6M | +105.4% | -4.7% | +110.1% | +103.7% |
| YTD | +105.6% | +9.3% | +96.3% | +102.7% |
| 1Y | +80.6% | +6.6% | +73.9% | +79.8% |
| All | +80.6% | +5.6% | +75.0% | +79.8% |
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