+1,348.4%
CRWD vs CRL
+114.9%
+1,233.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.2% | -0.3% |
| 7D | -2.3% | -0.6% | -1.8% | -2.2% |
| 30D | -2.1% | +5.0% | -7.0% | -4.2% |
| 3M | +27.5% | +50.6% | -23.1% | +6.4% |
| 6M | +95.8% | +60.9% | +34.9% | +56.2% |
| YTD | +79.2% | +40.7% | +38.5% | +51.0% |
| 1Y | +96.3% | +73.3% | +22.9% | +49.4% |
| 3Y | +399.8% | +40.6% | +359.2% | +272.9% |
| 5Y | +216.7% | -37.0% | +253.7% | +278.5% |
| All | +1,348.4% | +114.9% | +1,233.5% | +689.1% |
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