+225.5%
CRWD vs CLX
-38.5%
+264.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -1.1% |
| 7D | -3.0% | -5.7% | +2.7% | -3.3% |
| 30D | -6.8% | -17.0% | +10.2% | -7.7% |
| 3M | +19.6% | -9.7% | +29.3% | +19.0% |
| 6M | +87.1% | -19.8% | +106.9% | +86.3% |
| YTD | +76.4% | -9.8% | +86.3% | +75.3% |
| 1Y | +90.8% | -26.2% | +117.0% | +90.3% |
| 3Y | +380.0% | -36.2% | +416.2% | +378.2% |
| All | +225.5% | -38.5% | +264.1% | +211.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling