+62.7%
CRWD vs CLX
-4.9%
+67.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.5% | -10.4% | -9.7% |
| 7D | -16.8% | +12.4% | -29.3% | -14.2% |
| 30D | -22.1% | +21.1% | -43.2% | -18.0% |
| 3M | +3.5% | -3.3% | +6.8% | +2.6% |
| 6M | +82.3% | +18.8% | +63.5% | +94.7% |
| YTD | +85.3% | +3.9% | +81.4% | +84.5% |
| 1Y | +62.7% | -3.8% | +66.5% | +59.7% |
| All | +62.7% | -4.9% | +67.5% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling