+1,340.4%
CRWD vs CLF
+28.8%
+1,311.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.9% |
| 7D | -2.8% | -3.7% | +0.8% | -2.2% |
| 30D | -5.9% | -4.7% | -1.2% | -5.1% |
| 3M | +29.0% | -4.7% | +33.7% | +29.0% |
| 6M | +91.5% | +24.0% | +67.5% | +80.8% |
| YTD | +78.2% | -10.9% | +89.1% | +76.7% |
| 1Y | +96.6% | +4.0% | +92.6% | +86.1% |
| 3Y | +397.0% | -16.9% | +413.9% | +362.2% |
| 5Y | +218.9% | -49.3% | +268.2% | +219.7% |
| All | +1,340.4% | +28.8% | +1,311.6% | +1,078.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling