+186.3%
CRWD vs BTSG
+416.6%
-230.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.9% |
| 7D | +2.2% | +2.9% | -0.7% | +1.6% |
| 30D | -7.7% | +0.9% | -8.6% | -8.0% |
| 3M | +28.9% | +1.6% | +27.3% | +26.9% |
| 6M | +91.5% | +46.8% | +44.7% | +73.3% |
| YTD | +77.3% | +65.5% | +11.8% | +55.8% |
| 1Y | +96.3% | +136.2% | -40.0% | +58.5% |
| All | +186.3% | +416.6% | -230.3% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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