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  • CRWD vs BLK✓SelectedUSD · BLKCRWD vs BLK performance historyLatest closeAs of-1.02%09/11
Stock and ETF performance explorer

CRWD vs BLK

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,325.8%
BLK return
+190.4%
Excess return
+1,135.4%
Maximum drawdown
-67.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBLKExcessAlpha
1D-1.0%+1.6%-2.6%-2.0%
7D-3.0%-3.3%+0.3%-1.1%
30D-6.8%-6.5%-0.3%-3.0%
3M+19.6%+6.7%+12.8%+14.6%
6M+87.1%+14.7%+72.3%+70.4%
YTD+76.4%+2.5%+73.9%+70.6%
1Y+90.8%-2.8%+93.6%+89.9%
3Y+380.0%+65.9%+314.1%+240.7%
5Y+215.6%+33.0%+182.7%+147.1%
All+1,325.8%+190.4%+1,135.4%+688.6%

Cumulative growth

Daily Returns

Daily percentage return beside BLK.

Daily Out/Under-Performance

Portfolio return minus BLK return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BLK 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 BLK 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