+80.6%
CRWD vs BURL
-4.6%
+85.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.7% | -9.2% | -0.9% |
| 7D | -9.6% | +10.4% | -20.0% | -8.8% |
| 30D | -11.6% | -4.9% | -6.7% | -11.7% |
| 3M | +14.1% | -29.8% | +43.9% | +12.5% |
| 6M | +105.4% | -16.5% | +121.9% | +101.8% |
| YTD | +105.6% | -10.5% | +116.2% | +103.5% |
| 1Y | +80.6% | -5.3% | +85.9% | +81.0% |
| All | +80.6% | -4.6% | +85.1% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling