+380.0%
CRWD vs DTE
+43.4%
+336.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -1.3% |
| 7D | -3.0% | -2.6% | -0.4% | -3.6% |
| 30D | -6.8% | -4.4% | -2.4% | -7.7% |
| 3M | +19.6% | -8.3% | +27.9% | +17.4% |
| 6M | +87.1% | -8.1% | +95.2% | +84.2% |
| YTD | +76.4% | +4.4% | +72.0% | +76.5% |
| 1Y | +90.8% | +0.2% | +90.6% | +90.0% |
| 3Y | +380.0% | +42.6% | +337.4% | +410.0% |
| All | +380.0% | +43.4% | +336.6% | +410.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling