+1,340.4%
CRWD vs COO
-33.2%
+1,373.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -14.7% | +15.2% | +6.6% |
| 7D | -2.8% | -23.3% | +20.5% | +7.8% |
| 30D | -5.9% | -29.5% | +23.6% | +8.1% |
| 3M | +29.0% | -20.0% | +49.0% | +39.5% |
| 6M | +91.5% | -27.2% | +118.7% | +114.7% |
| YTD | +78.2% | -33.9% | +112.1% | +109.0% |
| 1Y | +96.6% | -19.9% | +116.6% | +108.5% |
| 3Y | +397.0% | -38.1% | +435.1% | +463.1% |
| 5Y | +218.9% | -52.0% | +270.8% | +309.0% |
| All | +1,340.4% | -33.2% | +1,373.6% | +1,517.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling