+1,333.1%
CRWD vs DTE
+58.8%
+1,274.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | +2.2% | 0.0% | +2.1% | +2.2% |
| 30D | -7.7% | -0.5% | -7.2% | -7.7% |
| 3M | +28.9% | -6.0% | +34.9% | +29.8% |
| 6M | +91.5% | -7.2% | +98.7% | +92.9% |
| YTD | +77.3% | +7.2% | +70.2% | +74.0% |
| 1Y | +96.3% | +4.1% | +92.2% | +93.5% |
| 3Y | +394.5% | +46.9% | +347.6% | +349.9% |
| 5Y | +213.5% | +32.9% | +180.6% | +190.6% |
| All | +1,333.1% | +58.8% | +1,274.3% | +1,185.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling