+1,369.7%
CRWD vs CLF
+36.1%
+1,333.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.2% |
| 7D | -2.4% | +7.6% | -10.0% | -3.9% |
| 30D | +1.5% | -1.2% | +2.7% | +1.7% |
| 3M | +18.5% | -13.4% | +31.9% | +20.7% |
| 6M | +109.1% | +15.4% | +93.7% | +100.0% |
| YTD | +81.8% | -5.9% | +87.7% | +78.5% |
| 1Y | +106.7% | +18.8% | +87.8% | +90.4% |
| 3Y | +428.7% | -19.4% | +448.1% | +395.5% |
| 5Y | +206.4% | -47.7% | +254.1% | +205.1% |
| All | +1,369.7% | +36.1% | +1,333.5% | +1,089.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling