+1,340.4%
CRWD vs DVA
+276.8%
+1,063.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -2.8% | -0.2% | -2.7% | -2.8% |
| 30D | -5.9% | +1.7% | -7.6% | -6.0% |
| 3M | +29.0% | -8.7% | +37.6% | +29.5% |
| 6M | +91.5% | +19.7% | +71.8% | +87.2% |
| YTD | +78.2% | +59.6% | +18.6% | +67.8% |
| 1Y | +96.6% | +37.1% | +59.5% | +88.7% |
| 3Y | +397.0% | +89.8% | +307.2% | +349.9% |
| 5Y | +218.9% | +47.4% | +171.5% | +193.5% |
| All | +1,340.4% | +276.8% | +1,063.7% | +936.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling