+96.3%
CRWD vs CL
+7.3%
+88.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.3% |
| 7D | +2.2% | -2.3% | +4.5% | +0.6% |
| 30D | -7.7% | -5.5% | -2.2% | -11.0% |
| 3M | +28.9% | +0.8% | +28.0% | +30.2% |
| 6M | +91.5% | -4.2% | +95.7% | +86.2% |
| YTD | +77.3% | +13.4% | +63.9% | +94.4% |
| 1Y | +96.3% | +7.1% | +89.2% | +112.3% |
| All | +96.3% | +7.3% | +88.9% | +112.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling