+1,325.8%
CRWD vs CRL
+113.0%
+1,212.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.8% |
| 7D | -3.0% | -3.5% | +0.6% | -1.6% |
| 30D | -6.8% | -2.1% | -4.6% | -6.2% |
| 3M | +19.6% | +48.0% | -28.4% | +0.5% |
| 6M | +87.1% | +64.7% | +22.3% | +47.8% |
| YTD | +76.4% | +39.5% | +36.9% | +49.2% |
| 1Y | +90.8% | +74.2% | +16.6% | +44.9% |
| 3Y | +380.0% | +39.4% | +340.6% | +259.2% |
| 5Y | +215.6% | -36.9% | +252.5% | +275.9% |
| All | +1,325.8% | +113.0% | +1,212.8% | +679.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling