+225.5%
CRWD vs DVN
+120.4%
+105.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -3.0% | +4.5% | -7.5% | -3.9% |
| 30D | -6.8% | +12.0% | -18.8% | -9.2% |
| 3M | +19.6% | +13.4% | +6.2% | +15.8% |
| 6M | +87.1% | +12.1% | +75.0% | +80.5% |
| YTD | +76.4% | +38.8% | +37.6% | +61.1% |
| 1Y | +90.8% | +46.0% | +44.8% | +71.2% |
| 3Y | +380.0% | +9.5% | +370.5% | +349.6% |
| All | +225.5% | +120.4% | +105.1% | +214.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling