+216.7%
CRWD vs CLF
-48.3%
+265.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -1.1% |
| 7D | -2.3% | +6.5% | -8.8% | -3.8% |
| 30D | -2.1% | +0.2% | -2.3% | -2.2% |
| 3M | +27.5% | -3.1% | +30.6% | +27.2% |
| 6M | +95.8% | +25.0% | +70.8% | +83.2% |
| YTD | +79.2% | -7.5% | +86.7% | +76.1% |
| 1Y | +96.3% | +11.5% | +84.7% | +80.6% |
| 3Y | +399.8% | -13.7% | +413.5% | +350.5% |
| 5Y | +216.7% | -47.0% | +263.7% | +229.3% |
| All | +216.7% | -48.3% | +265.0% | +229.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling