+1,479.7%
CRWD vs CL
+58.9%
+1,420.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -5.0% | -0.8% | -4.2% | -5.0% |
| 30D | -12.9% | +9.5% | -22.4% | -13.1% |
| 3M | +3.2% | +6.8% | -3.5% | +3.1% |
| 6M | +69.0% | +14.3% | +54.7% | +68.0% |
| YTD | +95.5% | +27.0% | +68.5% | +91.2% |
| 1Y | +64.6% | +26.3% | +38.3% | +61.0% |
| 3Y | +366.7% | +39.3% | +327.5% | +333.1% |
| 5Y | +226.2% | +41.5% | +184.6% | +197.4% |
| All | +1,479.7% | +58.9% | +1,420.8% | +1,206.6% |
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