+1,325.8%
CRWD vs DVA
+277.2%
+1,048.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -3.0% | -1.3% | -1.7% | -2.9% |
| 30D | -6.8% | 0.0% | -6.8% | -6.8% |
| 3M | +19.6% | -10.9% | +30.5% | +20.3% |
| 6M | +87.1% | +17.3% | +69.8% | +83.3% |
| YTD | +76.4% | +59.8% | +16.6% | +66.1% |
| 1Y | +90.8% | +36.3% | +54.6% | +83.3% |
| 3Y | +380.0% | +88.6% | +291.4% | +334.9% |
| 5Y | +215.6% | +47.5% | +168.1% | +190.5% |
| All | +1,325.8% | +277.2% | +1,048.6% | +925.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling