+80.6%
CRWD vs CLS
-28.7%
+109.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.1% | +7.5% | -0.3% |
| 7D | -9.6% | -21.1% | +11.5% | -6.9% |
| 30D | -11.6% | -38.2% | +26.6% | -6.3% |
| 3M | +14.1% | -36.3% | +50.4% | +19.6% |
| 6M | +105.4% | -43.8% | +149.2% | +116.5% |
| YTD | +105.6% | -20.0% | +125.7% | +109.1% |
| 1Y | +80.6% | -29.6% | +110.1% | +86.7% |
| All | +80.6% | -28.7% | +109.3% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling