+399.8%
CRWD vs CL
+28.9%
+370.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.6% |
| 7D | -2.3% | -1.4% | -1.0% | -2.9% |
| 30D | -2.1% | -5.2% | +3.2% | -4.0% |
| 3M | +27.5% | +3.3% | +24.2% | +29.4% |
| 6M | +95.8% | -4.4% | +100.2% | +94.1% |
| YTD | +79.2% | +13.9% | +65.3% | +87.4% |
| 1Y | +96.3% | +7.6% | +88.6% | +103.9% |
| 3Y | +399.8% | +29.6% | +370.2% | +402.8% |
| All | +399.8% | +28.9% | +370.9% | +402.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling