+382.4%
CRWD vs CLS
+1,307.0%
-924.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | +2.2% | +20.1% | -17.9% | -2.7% |
| 30D | -7.7% | +6.0% | -13.8% | -9.3% |
| 3M | +28.9% | -10.3% | +39.2% | +30.1% |
| 6M | +91.5% | +24.5% | +67.0% | +71.9% |
| YTD | +77.3% | +12.9% | +64.5% | +60.9% |
| 1Y | +96.3% | +36.7% | +59.6% | +62.9% |
| All | +382.4% | +1,307.0% | -924.6% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling