+1,369.7%
CRWD vs COO
-14.2%
+1,383.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.2% |
| 7D | -2.4% | -2.2% | -0.2% | -1.5% |
| 30D | +1.5% | -7.0% | +8.6% | +4.6% |
| 3M | +18.5% | +12.2% | +6.3% | +11.2% |
| 6M | +109.1% | -15.1% | +124.2% | +122.4% |
| YTD | +81.8% | -15.1% | +96.9% | +93.5% |
| 1Y | +106.7% | +2.3% | +104.3% | +99.3% |
| 3Y | +428.7% | -23.7% | +452.4% | +457.1% |
| 5Y | +206.4% | -38.9% | +245.3% | +258.1% |
| All | +1,369.7% | -14.2% | +1,383.8% | +1,397.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling