+1,462.8%
CRWD vs BP
+65.8%
+1,397.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | +4.5% | +3.8% | +0.7% | +3.8% |
| 30D | -9.1% | -5.3% | -3.8% | -8.3% |
| 3M | +0.5% | +9.3% | -8.8% | -1.4% |
| 6M | +61.1% | +7.2% | +53.9% | +58.3% |
| YTD | +93.4% | +38.0% | +55.3% | +79.9% |
| 1Y | +71.1% | +33.2% | +37.9% | +60.1% |
| 3Y | +351.1% | +50.3% | +300.8% | +308.2% |
| 5Y | +218.8% | +114.1% | +104.7% | +166.9% |
| All | +1,462.8% | +65.8% | +1,397.0% | +1,573.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling