+1,348.4%
CRWD vs CLBK
+80.4%
+1,268.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -2.3% | +1.1% | -3.5% | -2.5% |
| 30D | -2.1% | +7.8% | -9.8% | -3.3% |
| 3M | +27.5% | +23.9% | +3.7% | +22.8% |
| 6M | +95.8% | +42.3% | +53.5% | +84.1% |
| YTD | +79.2% | +65.4% | +13.8% | +64.0% |
| 1Y | +96.3% | +70.3% | +25.9% | +78.5% |
| 3Y | +399.8% | +54.5% | +345.3% | +355.5% |
| 5Y | +216.7% | +43.1% | +173.6% | +184.9% |
| All | +1,348.4% | +80.4% | +1,268.0% | +1,154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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