+351.1%
CRWD vs CLX
-6.4%
+357.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.2% |
| 7D | +4.5% | +9.5% | -5.0% | +6.0% |
| 30D | -9.1% | +30.7% | -39.8% | -4.6% |
| 3M | +0.5% | +4.2% | -3.8% | +1.3% |
| 6M | +61.1% | +22.1% | +39.0% | +68.2% |
| YTD | +93.4% | +14.1% | +79.3% | +98.7% |
| 1Y | +71.1% | +10.3% | +60.8% | +75.5% |
| 3Y | +351.1% | -7.8% | +358.9% | +382.4% |
| All | +351.1% | -6.4% | +357.5% | +382.4% |
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