+1,325.8%
CRWD vs DUK
+84.6%
+1,241.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -3.0% | -0.7% | -2.3% | -3.0% |
| 30D | -6.8% | -2.4% | -4.3% | -6.8% |
| 3M | +19.6% | -3.0% | +22.6% | +19.6% |
| 6M | +87.1% | -6.6% | +93.6% | +87.3% |
| YTD | +76.4% | +4.6% | +71.9% | +75.6% |
| 1Y | +90.8% | +1.2% | +89.6% | +90.1% |
| 3Y | +380.0% | +45.7% | +334.3% | +352.8% |
| 5Y | +215.6% | +40.3% | +175.3% | +198.3% |
| All | +1,325.8% | +84.6% | +1,241.2% | +1,337.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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