+80.6%
CRWD vs COF
-4.4%
+85.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | -9.6% | +0.7% | -10.3% | -9.8% |
| 30D | -11.6% | +5.7% | -17.3% | -13.1% |
| 3M | +14.1% | -6.7% | +20.8% | +16.7% |
| 6M | +105.4% | +9.5% | +96.0% | +99.7% |
| YTD | +105.6% | -13.9% | +119.5% | +108.9% |
| 1Y | +80.6% | -5.1% | +85.6% | +78.2% |
| All | +80.6% | -4.4% | +85.0% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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