+1,462.8%
CRWD vs CL
+61.6%
+1,401.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.4% |
| 7D | +4.5% | +3.2% | +1.3% | +4.5% |
| 30D | -9.1% | +8.0% | -17.1% | -9.2% |
| 3M | +0.5% | +7.9% | -7.4% | +0.4% |
| 6M | +61.1% | +14.7% | +46.4% | +60.3% |
| YTD | +93.4% | +29.2% | +64.2% | +89.1% |
| 1Y | +71.1% | +29.5% | +41.6% | +67.2% |
| 3Y | +351.1% | +40.7% | +310.4% | +319.3% |
| 5Y | +218.8% | +43.9% | +175.0% | +190.7% |
| All | +1,462.8% | +61.6% | +1,401.2% | +1,192.5% |
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