+1,348.4%
CRWD vs BTI
+156.3%
+1,192.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | -2.3% | -1.4% | -1.0% | -2.2% |
| 30D | -2.1% | -7.0% | +5.0% | -1.2% |
| 3M | +27.5% | -6.3% | +33.8% | +28.2% |
| 6M | +95.8% | -2.0% | +97.8% | +94.8% |
| YTD | +79.2% | +0.2% | +79.0% | +77.0% |
| 1Y | +96.3% | +3.8% | +92.5% | +92.2% |
| 3Y | +399.8% | +112.1% | +287.7% | +309.9% |
| 5Y | +216.7% | +113.6% | +103.1% | +156.7% |
| All | +1,348.4% | +156.3% | +1,192.2% | +1,016.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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