+221.4%
CRWD vs CL
+30.5%
+190.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -1.2% |
| 7D | -2.4% | -2.2% | -0.2% | -2.9% |
| 30D | +1.5% | -4.8% | +6.4% | +0.3% |
| 3M | +18.5% | +4.9% | +13.6% | +20.1% |
| 6M | +109.1% | -5.7% | +114.8% | +107.6% |
| YTD | +81.8% | +14.4% | +67.5% | +86.8% |
| 1Y | +106.7% | +8.7% | +97.9% | +111.7% |
| 3Y | +428.7% | +30.0% | +398.7% | +435.2% |
| All | +221.4% | +30.5% | +190.8% | +224.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling