+364.5%
CRWD vs BURL
+86.7%
+277.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | -13.4% | +4.1% | -17.5% | -13.9% |
| 30D | -18.3% | -9.5% | -8.8% | -17.1% |
| 3M | +4.6% | -33.5% | +38.1% | +11.2% |
| 6M | +85.4% | -22.1% | +107.4% | +90.6% |
| YTD | +85.1% | -14.6% | +99.7% | +85.8% |
| 1Y | +62.9% | -8.4% | +71.3% | +60.1% |
| 3Y | +364.5% | +86.6% | +277.9% | +352.8% |
| All | +364.5% | +86.7% | +277.8% | +352.8% |
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