+415.3%
CRWD vs BURL
+63.9%
+351.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.3% |
| 7D | -2.4% | -2.8% | +0.4% | -2.1% |
| 30D | +1.5% | -28.2% | +29.7% | +7.0% |
| 3M | +18.5% | -17.6% | +36.1% | +21.6% |
| 6M | +109.1% | -11.8% | +120.9% | +110.2% |
| YTD | +81.8% | -8.1% | +90.0% | +81.0% |
| 1Y | +106.7% | -12.0% | +118.6% | +106.4% |
| All | +415.3% | +63.9% | +351.3% | +376.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling