+1,462.8%
CRWD vs CRL
+158.7%
+1,304.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | +4.5% | +0.1% | +4.3% | +4.5% |
| 30D | -9.1% | +11.9% | -21.0% | -13.4% |
| 3M | +0.5% | +20.2% | -19.7% | -7.6% |
| 6M | +61.1% | +107.5% | -46.4% | +16.3% |
| YTD | +93.4% | +69.4% | +23.9% | +50.1% |
| 1Y | +71.1% | +99.7% | -28.6% | +23.1% |
| 3Y | +351.1% | +98.8% | +252.3% | +182.3% |
| 5Y | +218.8% | -12.4% | +231.3% | +223.2% |
| All | +1,462.8% | +158.7% | +1,304.1% | +684.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling