+1,325.8%
CRWD vs CLS
+5,331.8%
-4,006.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.6% | -7.6% | -2.8% |
| 7D | -3.0% | +10.9% | -13.9% | -5.8% |
| 30D | -6.8% | +2.1% | -8.9% | -7.5% |
| 3M | +19.6% | -10.2% | +29.8% | +20.6% |
| 6M | +87.1% | +30.4% | +56.7% | +65.6% |
| YTD | +76.4% | +17.2% | +59.2% | +58.2% |
| 1Y | +90.8% | +41.0% | +49.8% | +58.2% |
| 3Y | +380.0% | +1,338.0% | -958.0% | +79.1% |
| 5Y | +215.6% | +3,860.6% | -3,644.9% | -11.4% |
| All | +1,325.8% | +5,331.8% | -4,006.0% | +279.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling