+62.0%
CRWD vs BURL
-10.6%
+72.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -1.3% |
| 7D | -7.7% | +5.9% | -13.6% | -7.3% |
| 30D | -17.9% | -8.3% | -9.6% | -18.3% |
| 3M | +0.3% | -31.6% | +31.9% | -1.6% |
| 6M | +71.1% | -16.6% | +87.7% | +68.0% |
| YTD | +92.6% | -12.1% | +104.7% | +90.5% |
| 1Y | +62.0% | -10.0% | +72.0% | +61.5% |
| All | +62.0% | -10.6% | +72.6% | +61.5% |
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