+1,369.7%
CRWD vs CLS
+4,795.8%
-3,426.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -2.4% | +4.6% | -7.0% | -3.6% |
| 30D | +1.5% | -13.9% | +15.4% | +5.2% |
| 3M | +18.5% | -26.6% | +45.1% | +26.4% |
| 6M | +109.1% | +15.4% | +93.7% | +91.3% |
| YTD | +81.8% | +5.7% | +76.2% | +68.0% |
| 1Y | +106.7% | +41.1% | +65.5% | +70.6% |
| 3Y | +428.7% | +1,228.6% | -799.9% | +101.8% |
| 5Y | +206.4% | +3,240.6% | -3,034.3% | -10.3% |
| All | +1,369.7% | +4,795.8% | -3,426.1% | +303.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling