+218.9%
CRWD vs CRL
-38.6%
+257.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.1% |
| 7D | -2.8% | -6.9% | +4.1% | -0.5% |
| 30D | -5.9% | -3.2% | -2.7% | -5.0% |
| 3M | +29.0% | +46.5% | -17.6% | +12.7% |
| 6M | +91.5% | +63.1% | +28.4% | +59.3% |
| YTD | +78.2% | +36.9% | +41.4% | +57.3% |
| 1Y | +96.6% | +78.1% | +18.5% | +57.1% |
| 3Y | +397.0% | +36.7% | +360.3% | +299.1% |
| 5Y | +218.9% | -38.1% | +257.0% | +281.8% |
| All | +218.9% | -38.6% | +257.5% | +281.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling