+1,340.4%
CRWD vs CL
+41.7%
+1,298.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.5% |
| 7D | -2.8% | -2.4% | -0.4% | -2.8% |
| 30D | -5.9% | -4.8% | -1.1% | -5.7% |
| 3M | +29.0% | -1.7% | +30.7% | +28.9% |
| 6M | +91.5% | -3.8% | +95.3% | +91.7% |
| YTD | +78.2% | +13.3% | +65.0% | +74.8% |
| 1Y | +96.6% | +8.3% | +88.3% | +93.9% |
| 3Y | +397.0% | +28.8% | +368.2% | +357.8% |
| 5Y | +218.9% | +28.5% | +190.3% | +189.2% |
| All | +1,340.4% | +41.7% | +1,298.7% | +1,094.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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