+80.6%
CRWD vs DVN
+39.9%
+40.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.3% | +5.8% | -1.7% |
| 7D | -9.6% | -13.9% | +4.3% | -10.0% |
| 30D | -11.6% | -8.0% | -3.6% | -11.6% |
| 3M | +14.1% | +0.8% | +13.3% | +14.9% |
| 6M | +105.4% | -12.8% | +118.2% | +105.6% |
| YTD | +105.6% | +22.7% | +82.9% | +116.1% |
| 1Y | +80.6% | +39.0% | +41.6% | +90.9% |
| All | +80.6% | +39.9% | +40.7% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 1y: compounded portfolio wealth divided by compounded DVN 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…
1y analysis · Full analysis span regression · 6 months rolling