+218.9%
CRWD vs BP
+139.4%
+79.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | -2.8% | +5.7% | -8.6% | -3.7% |
| 30D | -5.9% | +8.1% | -14.0% | -7.2% |
| 3M | +29.0% | +8.6% | +20.4% | +26.8% |
| 6M | +91.5% | +18.1% | +73.3% | +84.5% |
| YTD | +78.2% | +37.6% | +40.6% | +66.1% |
| 1Y | +96.6% | +39.4% | +57.2% | +82.5% |
| 3Y | +397.0% | +40.1% | +357.0% | +353.8% |
| 5Y | +218.9% | +141.3% | +77.6% | +188.6% |
| All | +218.9% | +139.4% | +79.5% | +188.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling