+1,485.3%
CRWD vs CLF
+42.3%
+1,443.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +5.8% | +16.0% | -10.1% | +2.9% |
| 30D | -12.0% | +1.6% | -13.6% | -12.5% |
| 3M | +3.6% | +6.7% | -3.0% | +1.7% |
| 6M | +68.3% | +21.1% | +47.2% | +59.6% |
| YTD | +96.2% | -1.6% | +97.7% | +89.8% |
| 1Y | +68.4% | +18.5% | +50.0% | +56.8% |
| 3Y | +368.4% | -21.0% | +389.4% | +340.3% |
| 5Y | +223.4% | -41.4% | +264.8% | +215.4% |
| All | +1,485.3% | +42.3% | +1,443.0% | +1,165.3% |
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