+1,476.4%
CRWD vs BURL
+54.9%
+1,421.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.2% | +1.2% | +4.3% |
| 7D | -5.5% | +7.7% | -13.2% | -7.2% |
| 30D | -16.9% | -7.1% | -9.7% | -15.5% |
| 3M | +6.6% | -30.3% | +36.9% | +16.2% |
| 6M | +73.2% | -15.5% | +88.8% | +78.3% |
| YTD | +95.1% | -11.0% | +106.0% | +96.1% |
| 1Y | +69.4% | -8.4% | +77.8% | +67.7% |
| 3Y | +379.3% | +96.7% | +282.6% | +266.9% |
| 5Y | +211.9% | -14.1% | +225.9% | +185.2% |
| All | +1,476.4% | +54.9% | +1,421.5% | +980.0% |
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 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