+225.5%
CRWD vs COF
+44.8%
+180.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | -3.0% | -5.1% | +2.2% | -0.5% |
| 30D | -6.8% | -6.0% | -0.8% | -3.9% |
| 3M | +19.6% | +14.8% | +4.8% | +11.4% |
| 6M | +87.1% | +15.3% | +71.7% | +72.7% |
| YTD | +76.4% | -13.0% | +89.5% | +86.5% |
| 1Y | +90.8% | -5.7% | +96.5% | +92.7% |
| 3Y | +380.0% | +118.1% | +261.8% | +207.4% |
| All | +225.5% | +44.8% | +180.7% | +128.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling