+1,348.4%
CRWD vs CLX
-26.5%
+1,375.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.4% |
| 7D | -2.3% | -3.5% | +1.2% | -2.2% |
| 30D | -2.1% | -11.9% | +9.8% | -1.7% |
| 3M | +27.5% | -2.6% | +30.1% | +27.6% |
| 6M | +95.8% | -18.2% | +114.0% | +97.7% |
| YTD | +79.2% | -5.9% | +85.1% | +78.6% |
| 1Y | +96.3% | -23.8% | +120.1% | +99.2% |
| 3Y | +399.8% | -33.6% | +433.4% | +410.8% |
| 5Y | +216.7% | -35.7% | +252.4% | +220.8% |
| All | +1,348.4% | -26.5% | +1,375.0% | +1,397.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling