+1,325.8%
CRWD vs BKR
+213.7%
+1,112.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -3.0% | -7.0% | +4.0% | -1.6% |
| 30D | -6.8% | -8.1% | +1.3% | -5.3% |
| 3M | +19.6% | -6.6% | +26.2% | +20.9% |
| 6M | +87.1% | +0.9% | +86.2% | +85.2% |
| YTD | +76.4% | +31.1% | +45.3% | +64.5% |
| 1Y | +90.8% | +27.7% | +63.1% | +78.8% |
| 3Y | +380.0% | +71.2% | +308.8% | +320.8% |
| 5Y | +215.6% | +177.6% | +38.0% | +151.2% |
| All | +1,325.8% | +213.7% | +1,112.1% | +926.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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