+64.6%
CRWD vs BURL
-9.1%
+73.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.5% |
| 7D | -5.0% | -0.8% | -4.1% | -5.1% |
| 30D | -12.9% | -4.4% | -8.5% | -13.0% |
| 3M | +3.2% | -28.6% | +31.8% | +1.5% |
| 6M | +69.0% | -12.3% | +81.3% | +67.0% |
| YTD | +95.5% | -11.3% | +106.7% | +93.4% |
| 1Y | +64.6% | -10.4% | +75.0% | +63.9% |
| All | +64.6% | -9.1% | +73.7% | +63.9% |
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