+1,340.4%
CRWD vs COF
+156.4%
+1,184.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.1% |
| 7D | -2.8% | -6.1% | +3.2% | -0.9% |
| 30D | -5.9% | -5.2% | -0.7% | -4.3% |
| 3M | +29.0% | +17.0% | +12.0% | +22.7% |
| 6M | +91.5% | +12.9% | +78.6% | +83.4% |
| YTD | +78.2% | -13.5% | +91.8% | +85.1% |
| 1Y | +96.6% | -5.9% | +102.5% | +98.4% |
| 3Y | +397.0% | +117.1% | +279.9% | +293.1% |
| 5Y | +218.9% | +45.4% | +173.5% | +168.5% |
| All | +1,340.4% | +156.4% | +1,184.1% | +988.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling