+1,325.8%
CRWD vs BP
+65.4%
+1,260.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -3.0% | +5.2% | -8.2% | -3.9% |
| 30D | -6.8% | +8.7% | -15.5% | -8.3% |
| 3M | +19.6% | +9.3% | +10.2% | +17.2% |
| 6M | +87.1% | +13.6% | +73.5% | +81.5% |
| YTD | +76.4% | +37.7% | +38.7% | +64.4% |
| 1Y | +90.8% | +40.6% | +50.2% | +76.7% |
| 3Y | +380.0% | +40.3% | +339.6% | +340.1% |
| 5Y | +215.6% | +141.4% | +74.2% | +158.0% |
| All | +1,325.8% | +65.4% | +1,260.4% | +1,429.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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