+384.9%
CRWD vs CLX
-35.7%
+420.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.4% |
| 7D | -2.8% | -5.9% | +3.0% | -3.6% |
| 30D | -5.9% | -17.0% | +11.2% | -8.3% |
| 3M | +29.0% | -9.6% | +38.6% | +27.4% |
| 6M | +91.5% | -21.5% | +113.0% | +87.9% |
| YTD | +78.2% | -8.8% | +87.0% | +76.0% |
| 1Y | +96.6% | -24.7% | +121.3% | +93.5% |
| All | +384.9% | -35.7% | +420.6% | +387.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling