+1,369.7%
CRWD vs BP
+57.2%
+1,312.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -2.4% | +3.9% | -6.4% | -3.2% |
| 30D | +1.5% | +7.6% | -6.1% | 0.0% |
| 3M | +18.5% | +0.7% | +17.8% | +18.0% |
| 6M | +109.1% | +15.5% | +93.6% | +101.9% |
| YTD | +81.8% | +30.8% | +51.0% | +71.0% |
| 1Y | +106.7% | +34.3% | +72.4% | +93.0% |
| 3Y | +428.7% | +35.1% | +393.6% | +388.1% |
| 5Y | +206.4% | +126.8% | +79.5% | +153.4% |
| All | +1,369.7% | +57.2% | +1,312.5% | +1,491.1% |
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