+223.4%
CRWD vs BURL
-7.3%
+230.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.8% |
| 7D | +5.8% | +0.4% | +5.4% | +5.7% |
| 30D | -12.0% | -4.3% | -7.7% | -11.1% |
| 3M | +3.6% | -28.8% | +32.4% | +13.3% |
| 6M | +68.3% | -12.8% | +81.2% | +72.0% |
| YTD | +96.2% | -12.8% | +109.0% | +98.0% |
| 1Y | +68.4% | -12.3% | +80.7% | +68.2% |
| 3Y | +368.4% | +92.7% | +275.7% | +235.2% |
| 5Y | +223.4% | -6.5% | +230.0% | +196.8% |
| All | +223.4% | -7.3% | +230.7% | +196.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling