+1,369.7%
CRWD vs CL
+43.1%
+1,326.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -2.4% | -2.2% | -0.2% | -2.4% |
| 30D | +1.5% | -4.8% | +6.4% | +1.7% |
| 3M | +18.5% | +4.9% | +13.6% | +18.1% |
| 6M | +109.1% | -5.7% | +114.8% | +109.8% |
| YTD | +81.8% | +14.4% | +67.5% | +78.3% |
| 1Y | +106.7% | +8.7% | +97.9% | +103.9% |
| 3Y | +428.7% | +30.0% | +398.7% | +386.8% |
| 5Y | +206.4% | +28.4% | +178.0% | +179.1% |
| All | +1,369.7% | +43.1% | +1,326.6% | +1,118.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling