+351.1%
CRWD vs CLS
+842.1%
-491.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | -0.1% |
| 7D | +4.5% | +16.3% | -11.8% | +0.5% |
| 30D | -9.1% | -25.7% | +16.6% | -2.9% |
| 3M | +0.5% | -30.9% | +31.3% | +8.4% |
| 6M | +61.1% | -35.5% | +96.6% | +73.5% |
| YTD | +93.4% | -18.7% | +112.1% | +88.0% |
| 1Y | +71.1% | -17.9% | +89.0% | +63.7% |
| 3Y | +351.1% | +838.1% | -487.0% | +59.8% |
| All | +351.1% | +842.1% | -491.1% | +59.8% |
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