+1,340.4%
CRWD vs BKR
+215.5%
+1,125.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.7% | +7.2% | +1.9% |
| 7D | -2.8% | -6.7% | +3.8% | -1.5% |
| 30D | -5.9% | -8.3% | +2.5% | -4.3% |
| 3M | +29.0% | -5.4% | +34.4% | +30.1% |
| 6M | +91.5% | +0.8% | +90.7% | +89.6% |
| YTD | +78.2% | +31.8% | +46.4% | +66.0% |
| 1Y | +96.6% | +28.6% | +68.1% | +84.0% |
| 3Y | +397.0% | +71.2% | +325.8% | +335.7% |
| 5Y | +218.9% | +179.2% | +39.6% | +153.4% |
| All | +1,340.4% | +215.5% | +1,125.0% | +936.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling