+213.5%
CRWD vs CLS
+3,586.2%
-3,372.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | +2.2% | +20.1% | -17.9% | -3.4% |
| 30D | -7.7% | +6.0% | -13.8% | -9.6% |
| 3M | +28.9% | -10.3% | +39.2% | +30.2% |
| 6M | +91.5% | +24.5% | +67.0% | +68.8% |
| YTD | +77.3% | +12.9% | +64.5% | +58.2% |
| 1Y | +96.3% | +36.7% | +59.6% | +58.5% |
| 3Y | +394.5% | +1,328.1% | -933.6% | +32.4% |
| 5Y | +213.5% | +3,682.3% | -3,468.8% | -45.7% |
| All | +213.5% | +3,586.2% | -3,372.7% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling