+215.4%
CRWD vs BTDR
+23.3%
+192.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.9% |
| 7D | +2.2% | +14.8% | -12.7% | +1.2% |
| 30D | -7.7% | +41.8% | -49.5% | -10.0% |
| 3M | +28.9% | -29.2% | +58.1% | +30.7% |
| 6M | +91.5% | +66.2% | +25.3% | +81.8% |
| YTD | +77.3% | +10.0% | +67.3% | +72.3% |
| 1Y | +96.3% | -11.0% | +107.2% | +90.7% |
| 3Y | +394.5% | +6.9% | +387.6% | +346.8% |
| 5Y | +213.5% | +24.7% | +188.8% | +172.8% |
| All | +215.4% | +23.3% | +192.1% | +175.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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