+1,462.8%
CRWD vs CLS
+3,667.1%
-2,204.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | 0.0% |
| 7D | +4.5% | +16.3% | -11.8% | +0.2% |
| 30D | -9.1% | -25.7% | +16.6% | -2.5% |
| 3M | +0.5% | -30.9% | +31.3% | +9.1% |
| 6M | +61.1% | -35.5% | +96.6% | +74.2% |
| YTD | +93.4% | -18.7% | +112.1% | +88.6% |
| 1Y | +71.1% | -17.9% | +89.0% | +64.4% |
| 3Y | +351.1% | +838.1% | -487.0% | +86.7% |
| 5Y | +218.8% | +1,971.9% | -1,753.1% | +3.0% |
| All | +1,462.8% | +3,667.1% | -2,204.3% | +352.7% |
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 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