+211.9%
CRWD vs CL
+41.6%
+170.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.0% | +5.8% |
| 7D | -5.5% | +0.5% | -6.0% | -5.3% |
| 30D | -16.9% | +11.6% | -28.5% | -14.2% |
| 3M | +6.6% | +5.6% | +1.0% | +8.6% |
| 6M | +73.2% | +13.2% | +60.1% | +79.9% |
| YTD | +95.1% | +26.9% | +68.1% | +106.7% |
| 1Y | +69.4% | +27.3% | +42.0% | +79.8% |
| 3Y | +379.3% | +39.7% | +339.6% | +401.1% |
| 5Y | +211.9% | +41.3% | +170.5% | +229.2% |
| All | +211.9% | +41.6% | +170.2% | +229.2% |
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