+216.1%
CRWD vs BURL
-11.0%
+227.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.6% |
| 7D | -2.4% | -2.8% | +0.4% | -1.8% |
| 30D | +1.5% | -28.2% | +29.7% | +11.1% |
| 3M | +18.5% | -17.6% | +36.1% | +24.2% |
| 6M | +109.1% | -11.8% | +120.9% | +112.2% |
| YTD | +81.8% | -8.1% | +90.0% | +81.6% |
| 1Y | +106.7% | -12.0% | +118.6% | +107.0% |
| 3Y | +428.7% | +63.3% | +365.4% | +310.4% |
| All | +216.1% | -11.0% | +227.0% | +186.6% |
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