+384.9%
CRWD vs BN
+69.2%
+315.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.2% |
| 7D | -2.8% | -5.9% | +3.0% | +0.5% |
| 30D | -5.9% | -15.1% | +9.2% | +3.3% |
| 3M | +29.0% | -14.6% | +43.6% | +41.1% |
| 6M | +91.5% | -8.4% | +99.9% | +99.1% |
| YTD | +78.2% | -16.8% | +95.0% | +95.6% |
| 1Y | +96.6% | -14.4% | +111.0% | +111.6% |
| All | +384.9% | +69.2% | +315.7% | +267.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 3y: compounded portfolio wealth divided by compounded BN 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…
3y analysis · Full analysis span regression · 6 months rolling