+1,479.7%
CRWD vs BURL
+54.4%
+1,425.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.2% |
| 7D | -5.0% | -0.8% | -4.1% | -4.7% |
| 30D | -12.9% | -4.4% | -8.5% | -12.1% |
| 3M | +3.2% | -28.6% | +31.8% | +11.8% |
| 6M | +69.0% | -12.3% | +81.3% | +72.2% |
| YTD | +95.5% | -11.3% | +106.7% | +96.7% |
| 1Y | +64.6% | -10.4% | +75.0% | +64.0% |
| 3Y | +366.7% | +96.1% | +270.7% | +257.6% |
| 5Y | +226.2% | -5.0% | +231.2% | +192.4% |
| All | +1,479.7% | +54.4% | +1,425.3% | +983.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling